+326.1%
TPR vs GPC
+80.7%
+245.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.8% |
| 7D | -2.3% | +1.2% | -3.5% | -3.1% |
| 30D | -23.0% | +6.0% | -28.9% | -26.2% |
| 3M | -12.5% | +42.6% | -55.1% | -33.5% |
| 6M | -21.4% | +22.8% | -44.2% | -33.7% |
| YTD | -3.5% | +15.5% | -19.0% | -16.9% |
| 1Y | +17.4% | +2.0% | +15.3% | +10.7% |
| 3Y | +291.3% | -1.4% | +292.7% | +252.0% |
| 5Y | +241.9% | +30.6% | +211.3% | +131.0% |
| All | +326.1% | +80.7% | +245.4% | +94.5% |
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