+294.4%
TD vs GPC
+74.9%
+219.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +5.2% | -6.3% | +11.5% | +7.5% |
| 3M | +1.2% | -8.2% | +9.4% | +4.0% |
| 6M | +17.7% | +27.1% | -9.3% | +6.2% |
| YTD | +34.2% | +3.1% | +31.1% | +29.1% |
| 1Y | +55.4% | +0.1% | +55.4% | +51.2% |
| 3Y | +130.4% | +0.2% | +130.2% | +114.8% |
| 5Y | +101.8% | +4.9% | +96.9% | +80.0% |
| All | +294.4% | +74.9% | +219.5% | +157.4% |
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