+1,409.6%
GPC vs BWA
+2,496.1%
-1,086.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.1% |
| 7D | +1.6% | -5.5% | +7.0% | +3.3% |
| 30D | -2.1% | -21.7% | +19.6% | +5.3% |
| 3M | -6.8% | -25.6% | +18.8% | +1.4% |
| 6M | +18.6% | -17.4% | +36.0% | +23.5% |
| YTD | +2.7% | +9.2% | -6.5% | -3.2% |
| 1Y | +1.8% | +9.7% | -8.0% | -4.3% |
| 3Y | +1.1% | +54.6% | -53.6% | -16.2% |
| 5Y | +4.1% | +26.8% | -22.7% | -10.4% |
| 10Y | +88.2% | +89.0% | -0.7% | +37.5% |
| All | +1,409.6% | +2,496.1% | -1,086.6% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling