-50.0%
TE vs GPC
+63.0%
-113.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.2% |
| 7D | +15.0% | -0.6% | +15.6% | +15.1% |
| 30D | -7.5% | +1.3% | -8.8% | -8.0% |
| 3M | -42.0% | +37.1% | -79.1% | -48.0% |
| 6M | -31.4% | +23.2% | -54.6% | -36.7% |
| YTD | -26.5% | +13.1% | -39.6% | -31.4% |
| 1Y | +153.1% | +0.9% | +152.2% | +144.7% |
| 3Y | -20.7% | -0.8% | -19.9% | -24.8% |
| 5Y | -45.4% | +31.1% | -76.6% | -48.9% |
| All | -50.0% | +63.0% | -113.0% | -52.9% |
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