+240.4%
TPR vs GPC
+30.9%
+209.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -2.3% | +1.2% | -3.5% | -2.8% |
| 30D | -23.0% | +6.0% | -28.9% | -25.0% |
| 3M | -12.5% | +42.6% | -55.1% | -26.7% |
| 6M | -21.4% | +22.8% | -44.2% | -29.4% |
| YTD | -3.5% | +15.5% | -19.0% | -12.4% |
| 1Y | +17.4% | +2.0% | +15.3% | +13.5% |
| 3Y | +291.3% | -1.4% | +292.7% | +270.8% |
| All | +240.4% | +30.9% | +209.5% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling