+667.3%
TSEM vs GPC
+29.0%
+638.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | +10.4% | +0.2% | +10.2% | +10.4% |
| 30D | -12.9% | -0.4% | -12.6% | -12.9% |
| 3M | -9.2% | +39.2% | -48.4% | -15.1% |
| 6M | +98.8% | +18.2% | +80.5% | +92.1% |
| YTD | +87.2% | +12.1% | +75.1% | +81.3% |
| 1Y | +239.0% | -0.7% | +239.6% | +237.8% |
| 3Y | +679.5% | -1.7% | +681.2% | +655.9% |
| 5Y | +667.3% | +29.3% | +638.0% | +517.3% |
| All | +667.3% | +29.0% | +638.2% | +517.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling