+87.2%
GPC vs TAP
-49.5%
+136.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.8% |
| 7D | +0.8% | -7.8% | +8.7% | +4.1% |
| 30D | -1.1% | +7.1% | -8.2% | -4.1% |
| 3M | -6.6% | -7.0% | +0.4% | -4.3% |
| 6M | +22.2% | -3.8% | +26.0% | +23.5% |
| YTD | +5.1% | -11.7% | +16.8% | +9.7% |
| 1Y | +2.8% | -10.1% | +12.9% | +6.5% |
| 3Y | +2.4% | -23.7% | +26.1% | +11.6% |
| 5Y | +7.8% | +2.9% | +4.9% | +1.0% |
| 10Y | +87.2% | -49.5% | +136.7% | +81.2% |
| All | +87.2% | -49.5% | +136.7% | +81.2% |
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