-40.4%
TOST vs GPC
+6.4%
-46.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | +11.6% | +1.7% | +9.9% | +10.7% |
| 30D | +16.2% | -2.3% | +18.5% | +17.4% |
| 3M | +1.0% | -4.5% | +5.5% | +3.3% |
| 6M | +23.2% | +21.6% | +1.6% | +8.9% |
| YTD | -1.0% | +4.0% | -5.0% | -7.2% |
| 1Y | -9.9% | +3.5% | -13.4% | -15.4% |
| 3Y | +101.0% | +2.1% | +98.9% | +70.7% |
| 5Y | -40.4% | +5.5% | -45.9% | -58.5% |
| All | -40.4% | +6.4% | -46.8% | -58.5% |
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 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