+1,579.9%
T vs GPC
+2,071.6%
-491.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +1.0% | +1.6% | -0.5% | +0.4% |
| 30D | -10.6% | -2.1% | -8.5% | -9.9% |
| 3M | -7.7% | -6.8% | -0.9% | -5.5% |
| 6M | -13.3% | +18.6% | -31.9% | -19.2% |
| YTD | -8.8% | +2.7% | -11.4% | -11.5% |
| 1Y | -8.4% | +1.8% | -10.2% | -10.9% |
| 3Y | +59.6% | +1.1% | +58.6% | +50.3% |
| 5Y | +52.1% | +4.1% | +48.0% | +37.6% |
| 10Y | +56.9% | +88.2% | -31.4% | +5.6% |
| All | +1,579.9% | +2,071.6% | -491.7% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling