-97.2%
TSLQ vs GPC
+13.3%
-110.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.6% |
| 7D | -8.0% | -0.6% | -7.4% | -8.4% |
| 30D | -23.8% | +1.3% | -25.1% | -23.3% |
| 3M | -7.0% | +37.1% | -44.1% | +10.2% |
| 6M | -17.1% | +23.2% | -40.3% | -6.5% |
| YTD | +0.1% | +13.1% | -13.0% | +9.2% |
| 1Y | -51.2% | +0.9% | -52.0% | -50.5% |
| 3Y | -95.9% | -0.8% | -95.1% | -95.2% |
| All | -97.2% | +13.3% | -110.5% | -96.0% |
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