+42.6%
GPC vs TAP
+4.6%
+38.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-04 to 2026-09-04.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.2% | -2.3% | +3.5% | +2.5% |
| 30D | +6.0% | -2.1% | +8.1% | +7.0% |
| 3M | +42.6% | +6.6% | +36.0% | +37.3% |
| All | +42.6% | +4.6% | +38.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2026-06-04 to 2026-09-04: compounded portfolio wealth divided by compounded TAP 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…
2026-06-04 to 2026-09-04 analysis · Full analysis span regression · Available span rolling