+1,421.3%
GPC vs BWA
+2,626.5%
-1,205.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | -4.5% | -14.6% | +10.1% | -0.1% |
| 3M | -7.7% | -26.2% | +18.6% | +0.7% |
| 6M | +24.3% | -18.4% | +42.7% | +30.1% |
| YTD | +3.5% | +14.7% | -11.2% | -4.0% |
| 1Y | +0.7% | +13.3% | -12.6% | -6.2% |
| 3Y | 0.0% | +64.7% | -64.7% | -18.7% |
| 5Y | +5.8% | +32.2% | -26.3% | -10.1% |
| 10Y | +75.8% | +96.8% | -21.0% | +26.8% |
| All | +1,421.3% | +2,626.5% | -1,205.2% | +481.0% |
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