+512.8%
F vs GPC
+2,100.6%
-1,587.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.1% |
| 7D | +1.4% | +1.7% | -0.3% | +0.3% |
| 30D | +2.0% | -2.3% | +4.3% | +3.4% |
| 3M | -10.4% | -4.5% | -5.9% | -8.0% |
| 6M | +9.7% | +21.6% | -11.8% | -5.8% |
| YTD | -1.2% | +4.0% | -5.2% | -7.9% |
| 1Y | 0.0% | +3.5% | -3.5% | -6.5% |
| 3Y | +41.1% | +2.1% | +38.9% | +26.3% |
| 5Y | -11.4% | +5.5% | -16.9% | -22.6% |
| 10Y | +85.0% | +90.7% | -5.8% | +2.5% |
| All | +512.8% | +2,100.6% | -1,587.8% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling