+301.7%
TD vs GPC
+82.0%
+219.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.1% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -0.7% | -0.4% | -0.3% | -0.6% |
| 3M | +6.3% | +39.2% | -32.9% | -6.9% |
| 6M | +27.9% | +18.2% | +9.7% | +18.8% |
| YTD | +29.8% | +12.1% | +17.7% | +21.6% |
| 1Y | +63.7% | -0.7% | +64.3% | +60.4% |
| 3Y | +128.3% | -1.7% | +130.0% | +116.1% |
| 5Y | +125.5% | +29.3% | +96.2% | +84.1% |
| All | +301.7% | +82.0% | +219.7% | +156.2% |
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