-40.6%
TOST vs GPC
+3.6%
-44.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.7% |
| 7D | +9.4% | +1.6% | +7.9% | +8.6% |
| 30D | +13.5% | -2.1% | +15.6% | +14.5% |
| 3M | -0.1% | -6.8% | +6.7% | +3.5% |
| 6M | +22.5% | +18.6% | +3.9% | +9.8% |
| YTD | -2.4% | +2.7% | -5.0% | -7.9% |
| 1Y | -4.7% | +1.8% | -6.5% | -9.7% |
| 3Y | +103.2% | +1.1% | +102.2% | +73.4% |
| All | -40.6% | +3.6% | -44.1% | -58.6% |
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