+125.5%
TD vs GPC
+29.0%
+96.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 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% | -2.2% |
| 6M | +27.9% | +18.2% | +9.7% | +22.2% |
| YTD | +29.8% | +12.1% | +17.7% | +24.5% |
| 1Y | +63.7% | -0.7% | +64.3% | +61.8% |
| 3Y | +128.3% | -1.7% | +130.0% | +120.8% |
| 5Y | +125.5% | +29.3% | +96.2% | +88.8% |
| All | +125.5% | +29.0% | +96.5% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling