+295.2%
TEL vs GPC
+87.0%
+208.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -2.3% | -1.8% | -0.5% | -1.4% |
| 30D | -6.1% | +0.1% | -6.1% | -6.2% |
| 3M | +1.7% | +37.4% | -35.7% | -14.5% |
| 6M | +1.6% | +25.4% | -23.8% | -10.5% |
| YTD | -9.1% | +12.2% | -21.3% | -16.6% |
| 1Y | -1.7% | -0.3% | -1.3% | -4.2% |
| 3Y | +67.3% | -1.6% | +68.9% | +56.5% |
| 5Y | +52.1% | +31.0% | +21.1% | +19.3% |
| All | +295.2% | +87.0% | +208.1% | +148.3% |
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