+901.9%
TTMI vs GPC
-2.2%
+904.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.4% |
| 7D | +12.2% | +0.2% | +12.0% | +12.1% |
| 30D | -5.7% | -0.4% | -5.3% | -5.7% |
| 3M | -27.5% | +39.2% | -66.7% | -33.8% |
| 6M | +47.1% | +18.2% | +28.9% | +39.9% |
| YTD | +87.5% | +12.1% | +75.4% | +79.2% |
| 1Y | +175.2% | -0.7% | +175.9% | +172.0% |
| 3Y | +901.9% | -1.7% | +903.6% | +843.8% |
| All | +901.9% | -2.2% | +904.2% | +843.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling