-34.6%
TLT vs GPC
+3.6%
-38.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +0.1% | +1.6% | -1.5% | 0.0% |
| 30D | +6.2% | -2.1% | +8.3% | +6.3% |
| 3M | -0.3% | -6.8% | +6.5% | 0.0% |
| 6M | -3.4% | +18.6% | -21.9% | -4.3% |
| YTD | -3.1% | +2.7% | -5.8% | -3.7% |
| 1Y | -5.2% | +1.8% | -7.0% | -5.8% |
| 3Y | +6.5% | +1.1% | +5.4% | +5.5% |
| All | -34.6% | +3.6% | -38.1% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling