+420.4%
TTMI vs GPC
+85.0%
+335.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -11.5% | +0.4% | -11.9% | -11.6% |
| 30D | -40.3% | -1.8% | -38.5% | -40.4% |
| 3M | -44.5% | -6.6% | -37.9% | -43.5% |
| 6M | -54.1% | +21.3% | -75.4% | -59.9% |
| YTD | +4.7% | +4.3% | +0.4% | -2.8% |
| 1Y | +3.3% | +3.3% | +0.1% | -3.6% |
| 3Y | +407.2% | +0.8% | +406.5% | +356.1% |
| 5Y | +406.5% | +7.4% | +399.1% | +329.2% |
| 10Y | +420.4% | +79.2% | +341.1% | +192.1% |
| All | +420.4% | +85.0% | +335.4% | +192.1% |
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