+181.9%
FANG vs GPC
+86.4%
+95.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.9% | -3.2% | +6.1% | +4.5% |
| 30D | +2.6% | +0.5% | +2.1% | +2.1% |
| 3M | +7.6% | +31.7% | -24.2% | -8.2% |
| 6M | +17.3% | +24.7% | -7.4% | +1.6% |
| YTD | +38.7% | +11.8% | +26.9% | +25.8% |
| 1Y | +51.6% | -3.0% | +54.6% | +48.5% |
| 3Y | +50.0% | -1.1% | +51.1% | +36.2% |
| 5Y | +237.6% | +30.5% | +207.1% | +145.3% |
| All | +181.9% | +86.4% | +95.5% | +74.2% |
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 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