+7,071.3%
TDY vs GPC
+1,146.9%
+5,924.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.8% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | -12.5% | -0.4% | -12.1% | -12.4% |
| 3M | -1.2% | +39.2% | -40.4% | -20.4% |
| 6M | -6.6% | +18.2% | -24.8% | -17.4% |
| YTD | +18.5% | +12.1% | +6.4% | +6.7% |
| 1Y | +10.8% | -0.7% | +11.4% | +7.2% |
| 3Y | +47.5% | -1.7% | +49.2% | +34.4% |
| 5Y | +35.8% | +29.3% | +6.5% | +0.9% |
| 10Y | +459.0% | +80.7% | +378.3% | +206.3% |
| All | +7,071.3% | +1,146.9% | +5,924.4% | +1,133.8% |
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 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