-53.2%
TE vs GPC
+66.5%
-119.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -4.0% | +1.2% | -5.2% | -4.3% |
| 30D | -15.9% | +6.0% | -21.9% | -17.2% |
| 3M | -60.5% | +42.6% | -103.2% | -65.1% |
| 6M | -35.2% | +22.8% | -58.0% | -40.1% |
| YTD | -31.1% | +15.5% | -46.6% | -36.0% |
| 1Y | +148.6% | +2.0% | +146.6% | +140.1% |
| 3Y | -26.4% | -1.4% | -25.0% | -30.2% |
| 5Y | -48.0% | +30.6% | -78.6% | -51.5% |
| All | -53.2% | +66.5% | -119.6% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling