+285.8%
TEL vs GPC
+74.9%
+210.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | +2.9% | -6.3% | +9.2% | +6.0% |
| 3M | +1.1% | -8.2% | +9.3% | +5.0% |
| 6M | +5.0% | +27.1% | -22.1% | -8.7% |
| YTD | -3.9% | +3.1% | -7.0% | -8.4% |
| 1Y | -7.4% | +0.1% | -7.5% | -10.4% |
| 3Y | +81.0% | +0.2% | +80.8% | +66.5% |
| 5Y | +42.3% | +4.9% | +37.4% | +25.4% |
| All | +285.8% | +74.9% | +210.9% | +147.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling