-44.5%
TOST vs GPC
+16.7%
-61.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +16.2% | -6.3% | +22.5% | +20.2% |
| 3M | -1.5% | -8.2% | +6.6% | +2.9% |
| 6M | +55.3% | +27.1% | +28.2% | +33.5% |
| YTD | -2.3% | +3.1% | -5.5% | -8.1% |
| 1Y | -5.5% | +0.1% | -5.6% | -9.3% |
| 3Y | +151.1% | +0.2% | +150.9% | +116.6% |
| 5Y | -27.9% | +4.9% | -32.8% | -48.9% |
| All | -44.5% | +16.7% | -61.2% | -63.5% |
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 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