+59.7%
TEM vs GPC
+4.1%
+55.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.2% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +23.5% | -0.4% | +23.9% | +23.7% |
| 3M | +32.3% | +39.2% | -6.9% | +4.6% |
| 6M | +23.0% | +18.2% | +4.8% | +8.7% |
| YTD | +8.9% | +12.1% | -3.2% | -5.2% |
| 1Y | -19.9% | -0.7% | -19.2% | -22.5% |
| All | +59.7% | +4.1% | +55.6% | +33.9% |
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