+65.3%
T vs GPC
+79.8%
-14.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.5% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +7.6% | -0.4% | +8.0% | +7.7% |
| 3M | +15.3% | +39.2% | -23.9% | +4.5% |
| 6M | -8.5% | +18.2% | -26.7% | -13.3% |
| YTD | +6.8% | +12.1% | -5.3% | +1.9% |
| 1Y | -7.2% | -0.7% | -6.6% | -8.3% |
| 3Y | +108.2% | -1.7% | +109.9% | +100.2% |
| 5Y | +66.1% | +29.3% | +36.8% | +40.7% |
| 10Y | +65.3% | +80.7% | -15.4% | +18.0% |
| All | +65.3% | +79.8% | -14.5% | +18.0% |
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