+371.7%
TPR vs GPC
+78.6%
+293.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | +6.4% | -2.1% | +8.5% | +7.9% |
| 30D | +13.8% | -4.5% | +18.3% | +17.2% |
| 3M | -16.6% | -7.7% | -8.9% | -12.3% |
| 6M | +0.7% | +24.3% | -23.6% | -16.3% |
| YTD | +5.3% | +3.5% | +1.9% | -2.5% |
| 1Y | +32.4% | +0.7% | +31.6% | +24.7% |
| 3Y | +406.4% | 0.0% | +406.4% | +344.3% |
| 5Y | +227.9% | +5.8% | +222.1% | +161.1% |
| 10Y | +371.7% | +75.8% | +296.0% | +115.0% |
| All | +371.7% | +78.6% | +293.1% | +115.0% |
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