+683.8%
TEL vs GPC
+403.1%
+280.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.1% |
| 7D | +3.0% | +1.2% | +1.8% | +2.1% |
| 30D | -3.9% | +6.0% | -9.9% | -7.5% |
| 3M | -5.1% | +42.6% | -47.7% | -25.8% |
| 6M | +0.6% | +22.8% | -22.2% | -13.4% |
| YTD | -7.3% | +15.5% | -22.7% | -18.6% |
| 1Y | +1.1% | +2.0% | -0.9% | -4.0% |
| 3Y | +63.7% | -1.4% | +65.1% | +49.2% |
| 5Y | +50.7% | +30.6% | +20.1% | +10.4% |
| 10Y | +290.2% | +80.6% | +209.6% | +108.2% |
| All | +683.8% | +403.1% | +280.7% | +37.5% |
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 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