+54.1%
T vs GPC
+93.7%
-39.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.1% |
| 7D | +1.7% | +0.8% | +0.8% | +1.4% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | -7.3% | -6.6% | -0.7% | -5.6% |
| 6M | -11.2% | +22.2% | -33.4% | -16.6% |
| YTD | -8.1% | +5.1% | -13.1% | -10.7% |
| 1Y | -8.0% | +2.8% | -10.8% | -10.1% |
| 3Y | +62.1% | +2.4% | +59.8% | +54.0% |
| 5Y | +55.7% | +7.8% | +47.9% | +40.7% |
| 10Y | +54.1% | +87.2% | -33.1% | +8.9% |
| All | +54.1% | +93.7% | -39.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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