+8,094.7%
TMO vs GPC
+2,270.7%
+5,824.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -0.5% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +1.5% | -0.4% | +1.9% | +1.6% |
| 3M | +28.5% | +39.2% | -10.6% | +10.7% |
| 6M | +20.4% | +18.2% | +2.1% | +11.0% |
| YTD | +4.3% | +12.1% | -7.8% | -2.7% |
| 1Y | +24.1% | -0.7% | +24.8% | +21.8% |
| 3Y | +17.5% | -1.7% | +19.1% | +11.9% |
| 5Y | +6.8% | +29.3% | -22.5% | -11.4% |
| 10Y | +311.9% | +80.7% | +231.2% | +167.1% |
| All | +8,094.7% | +2,270.7% | +5,824.0% | +1,664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling