-33.3%
TLT vs GPC
+30.9%
-64.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -0.4% | +1.2% | -1.6% | -0.5% |
| 30D | -0.6% | +6.0% | -6.5% | -0.9% |
| 3M | -2.7% | +42.6% | -45.4% | -4.5% |
| 6M | -5.6% | +22.8% | -28.4% | -6.8% |
| YTD | -2.8% | +15.5% | -18.2% | -3.9% |
| 1Y | -1.4% | +2.0% | -3.5% | -2.0% |
| 3Y | -1.6% | -1.4% | -0.2% | -2.8% |
| All | -33.3% | +30.9% | -64.2% | -31.5% |
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