+379.1%
TPR vs GPC
+85.6%
+293.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.1% |
| 7D | +14.2% | +1.6% | +12.6% | +12.9% |
| 30D | +17.1% | -2.1% | +19.2% | +18.5% |
| 3M | -17.7% | -6.8% | -10.9% | -14.1% |
| 6M | -10.2% | +18.6% | -28.8% | -22.7% |
| YTD | +4.9% | +2.7% | +2.2% | -2.4% |
| 1Y | +36.1% | +1.8% | +34.3% | +27.1% |
| 3Y | +416.5% | +1.1% | +415.4% | +348.2% |
| 5Y | +254.8% | +4.1% | +250.7% | +186.7% |
| All | +379.1% | +85.6% | +293.5% | +111.7% |
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