+32.7%
TNA vs GPC
+74.9%
-42.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.6% |
| 7D | +3.7% | +0.4% | +3.3% | +3.3% |
| 30D | +4.4% | -6.3% | +10.7% | +12.9% |
| 3M | -26.7% | -8.2% | -18.5% | -19.1% |
| 6M | -12.8% | +27.1% | -39.9% | -41.7% |
| YTD | +22.7% | +3.1% | +19.5% | +3.4% |
| 1Y | +35.7% | +0.1% | +35.6% | +19.7% |
| 3Y | +134.6% | +0.2% | +134.4% | +92.4% |
| 5Y | -46.0% | +4.9% | -50.8% | -55.3% |
| All | +32.7% | +74.9% | -42.2% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling