+293.8%
TRV vs GPC
+87.0%
+206.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.5% | -1.8% | +0.3% | -0.8% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | +21.6% | +37.4% | -15.8% | +7.2% |
| 6M | +22.5% | +25.4% | -3.0% | +11.3% |
| YTD | +28.1% | +12.2% | +16.0% | +20.0% |
| 1Y | +37.0% | -0.3% | +37.4% | +34.4% |
| 3Y | +141.9% | -1.6% | +143.5% | +130.2% |
| 5Y | +158.5% | +31.0% | +127.5% | +110.4% |
| All | +293.8% | +87.0% | +206.8% | +167.6% |
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 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