-46.6%
TE vs GPC
+32.9%
-79.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | -4.0% | +1.2% | -5.2% | -4.5% |
| 30D | -15.9% | +6.0% | -21.9% | -18.2% |
| 3M | -60.5% | +42.6% | -103.2% | -68.5% |
| 6M | -35.2% | +22.8% | -58.0% | -43.8% |
| YTD | -31.1% | +15.5% | -46.6% | -40.3% |
| 1Y | +148.6% | +2.0% | +146.6% | +132.9% |
| 3Y | -26.4% | -1.4% | -25.0% | -33.5% |
| All | -46.6% | +32.9% | -79.5% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling