+7,529.4%
TDY vs GPC
+1,047.2%
+6,482.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +4.1% | +0.4% | +3.6% | +3.8% |
| 30D | +5.7% | -6.3% | +12.0% | +9.4% |
| 3M | -4.4% | -8.2% | +3.7% | -0.3% |
| 6M | +1.2% | +27.1% | -25.9% | -14.6% |
| YTD | +26.0% | +3.1% | +22.9% | +18.5% |
| 1Y | +27.4% | +0.1% | +27.3% | +21.8% |
| 3Y | +67.5% | +0.2% | +67.3% | +50.2% |
| 5Y | +44.9% | +4.9% | +40.0% | +22.8% |
| 10Y | +440.9% | +75.2% | +365.8% | +197.9% |
| All | +7,529.4% | +1,047.2% | +6,482.2% | +1,270.1% |
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