-79.0%
TE vs GPC
+5.5%
-84.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.1% |
| 7D | -12.6% | +1.6% | -14.2% | -13.3% |
| 30D | -36.7% | -2.1% | -34.6% | -36.4% |
| 3M | -57.5% | -6.8% | -50.7% | -56.2% |
| 6M | -55.2% | +18.6% | -73.8% | -60.9% |
| YTD | -64.7% | +2.7% | -67.3% | -67.9% |
| 1Y | -35.9% | +1.8% | -37.6% | -41.9% |
| 3Y | -31.8% | +1.1% | -32.8% | -41.6% |
| All | -79.0% | +5.5% | -84.5% | -83.5% |
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