+0.2%
GPC vs BWA
+64.0%
-63.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.4% | +4.3% | -3.8% | -0.6% |
| 30D | -6.3% | -13.0% | +6.7% | -3.2% |
| 3M | -8.2% | -24.8% | +16.7% | -1.9% |
| 6M | +27.1% | -23.5% | +50.6% | +33.9% |
| YTD | +3.1% | +13.8% | -10.7% | -6.7% |
| 1Y | +0.1% | +13.4% | -13.4% | -9.5% |
| 3Y | +0.2% | +62.8% | -62.5% | -23.1% |
| All | +0.2% | +64.0% | -63.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling