+25.4%
TMO vs GPC
+6.5%
+18.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +0.3% | +4.1% | -3.8% | -0.5% |
| 30D | +4.3% | +0.1% | +4.2% | +4.2% |
| 3M | +25.1% | -3.9% | +29.0% | +26.1% |
| 6M | +52.9% | +24.4% | +28.5% | +43.8% |
| YTD | +22.2% | +5.7% | +16.5% | +13.0% |
| 1Y | +25.4% | +6.8% | +18.6% | +14.4% |
| All | +25.4% | +6.5% | +18.9% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling