+299.4%
TPR vs GPC
-1.1%
+300.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -2.3% | +1.2% | -3.5% | -2.7% |
| 30D | -23.0% | +6.0% | -28.9% | -24.4% |
| 3M | -12.5% | +42.6% | -55.1% | -22.4% |
| 6M | -21.4% | +22.8% | -44.2% | -27.0% |
| YTD | -3.5% | +15.5% | -19.0% | -9.9% |
| 1Y | +17.4% | +2.0% | +15.3% | +14.4% |
| All | +299.4% | -1.1% | +300.5% | +270.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling