-11.8%
TLT vs GPC
+78.6%
-90.4%
-48.4%
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% | 0.0% |
| 7D | -1.0% | -2.1% | +1.1% | -1.2% |
| 30D | +3.7% | -4.5% | +8.2% | +3.4% |
| 3M | -0.8% | -7.7% | +6.9% | -1.2% |
| 6M | -3.6% | +24.3% | -27.9% | -2.0% |
| YTD | -3.9% | +3.5% | -7.4% | -3.5% |
| 1Y | -6.2% | +0.7% | -7.0% | -6.0% |
| 3Y | +4.2% | 0.0% | +4.2% | +5.0% |
| 5Y | -34.7% | +5.8% | -40.5% | -32.6% |
| 10Y | -11.8% | +75.8% | -87.6% | +1.6% |
| All | -11.8% | +78.6% | -90.4% | +1.6% |
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