+10.6%
TMO vs GPC
+29.4%
-18.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.6% | -3.2% | +2.5% | +0.4% |
| 30D | +1.1% | +0.5% | +0.6% | +0.9% |
| 3M | +28.3% | +31.7% | -3.4% | +16.8% |
| 6M | +23.3% | +24.7% | -1.5% | +14.1% |
| YTD | +5.5% | +11.8% | -6.3% | -0.2% |
| 1Y | +24.5% | -3.0% | +27.5% | +23.7% |
| 3Y | +19.6% | -1.1% | +20.7% | +14.2% |
| All | +10.6% | +29.4% | -18.8% | -2.7% |
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