+105.9%
T vs GPC
+0.9%
+105.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.1% |
| 7D | -1.3% | +1.2% | -2.5% | -1.4% |
| 30D | +11.4% | +6.0% | +5.4% | +10.7% |
| 3M | +14.3% | +42.6% | -28.3% | +10.4% |
| 6M | -9.3% | +22.8% | -32.0% | -11.2% |
| YTD | +7.1% | +15.5% | -8.3% | +5.1% |
| 1Y | -9.1% | +2.0% | -11.1% | -9.8% |
| All | +105.9% | +0.9% | +105.0% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling