+29.3%
GPC vs TCOM
+26.3%
+3.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.8% |
| 7D | +0.2% | -7.6% | +7.8% | +0.7% |
| 30D | -0.4% | -12.2% | +11.8% | +0.5% |
| 3M | +39.2% | -14.2% | +53.4% | +40.4% |
| 6M | +18.2% | -25.0% | +43.2% | +20.4% |
| YTD | +12.1% | -43.7% | +55.8% | +16.1% |
| 1Y | -0.7% | -44.5% | +43.9% | +3.0% |
| 3Y | -1.7% | +13.4% | -15.1% | -3.6% |
| 5Y | +29.3% | +26.5% | +2.8% | +24.6% |
| All | +29.3% | +26.3% | +3.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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