+2,020.8%
GPC vs TAP
+821.1%
+1,199.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.4% |
| 7D | +1.6% | +0.5% | +1.0% | +1.4% |
| 30D | -2.1% | +9.1% | -11.2% | -4.0% |
| 3M | -6.8% | -3.8% | -3.0% | -6.2% |
| 6M | +18.6% | -3.4% | +22.0% | +19.2% |
| YTD | +2.7% | -10.6% | +13.3% | +4.9% |
| 1Y | +1.8% | -4.4% | +6.2% | +2.5% |
| 3Y | +1.1% | -24.4% | +25.4% | +6.2% |
| 5Y | +4.1% | +2.1% | +2.0% | +2.3% |
| 10Y | +88.2% | -48.7% | +137.0% | +102.0% |
| All | +2,020.8% | +821.1% | +1,199.7% | +1,389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling