+32.8%
GPC vs TAP
+2.2%
+30.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.2% | -2.3% | +3.5% | +2.1% |
| 30D | +6.0% | -2.1% | +8.1% | +6.7% |
| 3M | +42.6% | +6.6% | +36.0% | +39.1% |
| 6M | +22.8% | -11.5% | +34.3% | +27.8% |
| YTD | +15.5% | -10.3% | +25.7% | +19.9% |
| 1Y | +2.0% | -14.4% | +16.4% | +7.5% |
| 3Y | -1.4% | -28.3% | +26.9% | +8.9% |
| All | +32.8% | +2.2% | +30.7% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling