+7,716.4%
TPR vs GPC
+1,484.8%
+6,231.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.9% |
| 7D | -2.3% | +1.2% | -3.5% | -3.3% |
| 30D | -23.0% | +6.0% | -28.9% | -26.7% |
| 3M | -12.5% | +42.6% | -55.1% | -36.3% |
| 6M | -21.4% | +22.8% | -44.2% | -35.7% |
| YTD | -3.5% | +15.5% | -19.0% | -19.0% |
| 1Y | +17.4% | +2.0% | +15.3% | +9.0% |
| 3Y | +291.3% | -1.4% | +292.7% | +242.4% |
| 5Y | +241.9% | +30.6% | +211.3% | +125.6% |
| 10Y | +322.7% | +80.6% | +242.1% | +101.0% |
| All | +7,716.4% | +1,484.8% | +6,231.7% | +504.5% |
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