-18.3%
TE vs GPC
-2.2%
-16.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.9% | +12.9% | +11.1% |
| 7D | +18.2% | +0.2% | +18.0% | +18.0% |
| 30D | -13.5% | -0.4% | -13.1% | -13.5% |
| 3M | -44.6% | +39.2% | -83.8% | -53.6% |
| 6M | -24.7% | +18.2% | -42.9% | -32.0% |
| YTD | -24.3% | +12.1% | -36.3% | -32.5% |
| 1Y | +155.6% | -0.7% | +156.2% | +145.5% |
| 3Y | -18.3% | -1.7% | -16.6% | -29.0% |
| All | -18.3% | -2.2% | -16.0% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling