-35.2%
TE vs GPC
+21.8%
-57.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.5% |
| 7D | -4.0% | +1.2% | -5.2% | -3.8% |
| 30D | -15.9% | +6.0% | -21.9% | -15.0% |
| 3M | -60.5% | +42.6% | -103.2% | -61.8% |
| 6M | -35.2% | +22.8% | -58.0% | -42.1% |
| All | -35.2% | +21.8% | -57.0% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling