+1,410.4%
TSM vs GPC
+85.6%
+1,324.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.7% |
| 7D | -7.6% | +1.6% | -9.1% | -8.0% |
| 30D | -20.5% | -2.1% | -18.4% | -20.2% |
| 3M | -10.0% | -6.8% | -3.2% | -8.5% |
| 6M | -10.1% | +18.6% | -28.6% | -16.1% |
| YTD | +24.5% | +2.7% | +21.8% | +20.6% |
| 1Y | +31.2% | +1.8% | +29.4% | +27.2% |
| 3Y | +322.0% | +1.1% | +320.9% | +294.6% |
| 5Y | +245.3% | +4.1% | +241.2% | +214.2% |
| All | +1,410.4% | +85.6% | +1,324.8% | +1,100.8% |
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