+80.7%
GPC vs TAP
-52.1%
+132.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -1.2% |
| 7D | +0.2% | -2.3% | +2.5% | +1.2% |
| 30D | -0.4% | -9.4% | +9.0% | +3.6% |
| 3M | +39.2% | -0.8% | +40.0% | +39.5% |
| 6M | +18.2% | -14.7% | +33.0% | +25.6% |
| YTD | +12.1% | -13.9% | +26.0% | +18.7% |
| 1Y | -0.7% | -18.6% | +18.0% | +7.3% |
| 3Y | -1.7% | -32.0% | +30.3% | +12.6% |
| 5Y | +29.3% | -1.0% | +30.3% | +23.4% |
| 10Y | +80.7% | -51.4% | +132.0% | +85.1% |
| All | +80.7% | -52.1% | +132.7% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling