+1,597.4%
GPC vs BWA
+3,492.4%
-1,895.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | +0.3% |
| 7D | +1.2% | +5.7% | -4.5% | -0.5% |
| 30D | +6.0% | +1.4% | +4.6% | +5.3% |
| 3M | +42.6% | -12.1% | +54.7% | +47.1% |
| 6M | +22.8% | +28.6% | -5.8% | +11.8% |
| YTD | +15.5% | +51.1% | -35.6% | -1.1% |
| 1Y | +2.0% | +55.9% | -53.8% | -13.6% |
| 3Y | -1.4% | +70.1% | -71.6% | -20.5% |
| 5Y | +30.6% | +90.7% | -60.1% | -0.6% |
| 10Y | +80.6% | +154.0% | -73.4% | +20.7% |
| All | +1,597.4% | +3,492.4% | -1,895.0% | +498.5% |
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