+8,486.3%
TPR vs GPC
+1,328.2%
+7,158.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.6% | +8.3% |
| 7D | +13.9% | +1.7% | +12.2% | +12.3% |
| 30D | +14.9% | -2.3% | +17.2% | +16.7% |
| 3M | -15.4% | -4.5% | -10.9% | -12.8% |
| 6M | -4.5% | +21.6% | -26.0% | -21.3% |
| YTD | +6.0% | +4.0% | +1.9% | -3.7% |
| 1Y | +24.3% | +3.5% | +20.8% | +13.1% |
| 3Y | +412.8% | +2.1% | +410.7% | +333.9% |
| 5Y | +258.4% | +5.5% | +253.0% | +184.6% |
| 10Y | +396.8% | +90.7% | +306.1% | +121.9% |
| All | +8,486.3% | +1,328.2% | +7,158.1% | +619.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling