+568.1%
TRI vs GPC
+726.4%
-158.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.6% | -5.9% |
| 7D | -0.5% | +1.2% | -1.7% | -1.0% |
| 30D | +7.9% | +6.0% | +1.9% | +5.5% |
| 3M | +24.1% | +42.6% | -18.6% | +9.0% |
| 6M | +3.8% | +22.8% | -18.9% | -4.0% |
| YTD | -16.9% | +15.5% | -32.3% | -22.0% |
| 1Y | -38.4% | +2.0% | -40.4% | -39.6% |
| 3Y | -12.2% | -1.4% | -10.8% | -16.1% |
| 5Y | -1.8% | +30.6% | -32.4% | -18.0% |
| 10Y | +207.6% | +80.6% | +127.0% | +106.7% |
| All | +568.1% | +726.4% | -158.4% | +87.4% |
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