+76.5%
TNA vs GPC
+86.4%
-9.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.6% |
| 7D | -7.3% | -3.2% | -4.1% | -3.3% |
| 30D | -14.2% | +0.5% | -14.7% | -15.0% |
| 3M | -4.6% | +31.7% | -36.3% | -38.3% |
| 6M | +36.9% | +24.7% | +12.2% | -4.5% |
| YTD | +42.5% | +11.8% | +30.8% | +9.3% |
| 1Y | +45.8% | -3.0% | +48.7% | +36.9% |
| 3Y | +104.7% | -1.1% | +105.8% | +74.2% |
| 5Y | -21.7% | +30.5% | -52.2% | -52.3% |
| All | +76.5% | +86.4% | -9.8% | -15.0% |
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