+256.1%
TPR vs GPC
+3.6%
+252.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | +14.2% | +1.6% | +12.6% | +13.4% |
| 30D | +17.1% | -2.1% | +19.2% | +18.0% |
| 3M | -17.7% | -6.8% | -10.9% | -15.3% |
| 6M | -10.2% | +18.6% | -28.8% | -18.3% |
| YTD | +4.9% | +2.7% | +2.2% | +0.2% |
| 1Y | +36.1% | +1.8% | +34.3% | +30.5% |
| 3Y | +416.5% | +1.1% | +415.4% | +367.5% |
| All | +256.1% | +3.6% | +252.6% | +162.6% |
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