+344.9%
TRV vs GPC
+74.9%
+270.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | +6.7% | -6.3% | +13.0% | +9.2% |
| 3M | +9.4% | -8.2% | +17.5% | +12.5% |
| 6M | +37.7% | +27.1% | +10.6% | +24.6% |
| YTD | +40.6% | +3.1% | +37.5% | +35.6% |
| 1Y | +42.4% | +0.1% | +42.4% | +38.9% |
| 3Y | +148.1% | +0.2% | +147.9% | +133.2% |
| 5Y | +181.7% | +4.9% | +176.8% | +152.6% |
| All | +344.9% | +74.9% | +270.0% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling