-45.7%
TOST vs GPC
+30.7%
-76.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.6% |
| 7D | -3.4% | +1.2% | -4.6% | -4.0% |
| 30D | -2.4% | +6.0% | -8.4% | -5.5% |
| 3M | +34.6% | +42.6% | -8.0% | +9.3% |
| 6M | +15.2% | +22.8% | -7.6% | +1.5% |
| YTD | -4.4% | +15.5% | -19.8% | -15.2% |
| 1Y | -17.4% | +2.0% | -19.5% | -20.5% |
| 3Y | +54.5% | -1.4% | +55.9% | +42.9% |
| All | -45.7% | +30.7% | -76.4% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling