+762.4%
GPC vs TCOM
+2,694.8%
-1,932.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.2% | -9.5% | +10.7% | +2.5% |
| 30D | +6.0% | -10.7% | +16.7% | +7.5% |
| 3M | +42.6% | -14.6% | +57.3% | +45.1% |
| 6M | +22.8% | -19.3% | +42.1% | +25.7% |
| YTD | +15.5% | -42.9% | +58.4% | +23.1% |
| 1Y | +2.0% | -43.8% | +45.8% | +8.9% |
| 3Y | -1.4% | +2.1% | -3.5% | -4.9% |
| 5Y | +30.6% | +31.2% | -0.6% | +16.3% |
| 10Y | +80.6% | -13.9% | +94.5% | +63.0% |
| All | +762.4% | +2,694.8% | -1,932.3% | +420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling