-20.8%
TLT vs GPC
+87.0%
-107.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.7% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | -3.7% | +37.4% | -41.1% | -1.5% |
| 6M | -6.4% | +25.4% | -31.8% | -4.8% |
| YTD | -4.5% | +12.2% | -16.6% | -3.6% |
| 1Y | -5.9% | -0.3% | -5.5% | -5.9% |
| 3Y | -2.8% | -1.6% | -1.2% | -2.6% |
| 5Y | -35.1% | +31.0% | -66.0% | -31.2% |
| All | -20.8% | +87.0% | -107.8% | -6.1% |
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