+145.2%
TE vs GPC
-0.9%
+146.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.5% |
| 7D | +0.2% | -3.2% | +3.4% | -0.7% |
| 30D | -5.9% | +0.5% | -6.4% | -5.8% |
| 3M | -45.6% | +31.7% | -77.3% | -41.5% |
| 6M | -43.4% | +24.7% | -68.1% | -42.1% |
| YTD | -31.0% | +11.8% | -42.8% | -28.0% |
| 1Y | +145.2% | -3.0% | +148.2% | +108.7% |
| All | +145.2% | -0.9% | +146.1% | +108.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling