+77.9%
TEM vs GPC
-4.2%
+82.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.4% | -6.1% | -5.9% |
| 7D | -5.9% | +0.4% | -6.3% | -6.0% |
| 30D | +4.8% | -6.3% | +11.1% | +8.3% |
| 3M | +31.9% | -8.2% | +40.0% | +37.4% |
| 6M | +56.0% | +27.1% | +28.9% | +28.8% |
| YTD | +21.3% | +3.1% | +18.1% | +9.9% |
| 1Y | +5.4% | +0.1% | +5.3% | -2.1% |
| All | +77.9% | -4.2% | +82.1% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling