+13,174.6%
TDG vs GPC
+488.1%
+12,686.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.3% |
| 7D | -2.0% | +1.2% | -3.2% | -2.7% |
| 30D | -7.4% | +6.0% | -13.4% | -10.4% |
| 3M | -5.4% | +42.6% | -48.0% | -22.9% |
| 6M | -11.6% | +22.8% | -34.4% | -22.1% |
| YTD | -12.6% | +15.5% | -28.1% | -21.8% |
| 1Y | -9.3% | +2.0% | -11.4% | -13.2% |
| 3Y | +49.2% | -1.4% | +50.6% | +37.1% |
| 5Y | +132.1% | +30.6% | +101.5% | +75.9% |
| 10Y | +544.8% | +80.6% | +464.2% | +282.5% |
| All | +13,174.6% | +488.1% | +12,686.5% | +3,087.7% |
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