-78.9%
TE vs GPC
+50.3%
-129.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -9.4% |
| 7D | -26.9% | +0.4% | -27.2% | -26.9% |
| 30D | -38.9% | -1.8% | -37.1% | -38.7% |
| 3M | -61.0% | -6.6% | -54.4% | -60.4% |
| 6M | -66.4% | +21.3% | -87.7% | -68.9% |
| YTD | -69.0% | +4.3% | -73.3% | -70.5% |
| 1Y | -54.0% | +3.3% | -57.3% | -56.2% |
| 3Y | +38.0% | +0.8% | +37.2% | +30.9% |
| 5Y | -81.0% | +7.4% | -88.4% | -81.8% |
| All | -78.9% | +50.3% | -129.3% | -79.7% |
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 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