+50.3%
FANG vs GPC
-1.9%
+52.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +1.2% | -1.8% | +3.0% | +1.4% |
| 30D | +2.4% | +0.1% | +2.3% | +2.3% |
| 3M | +5.1% | +37.4% | -32.3% | +0.6% |
| 6M | +16.4% | +25.4% | -9.0% | +13.0% |
| YTD | +39.0% | +12.2% | +26.8% | +37.3% |
| 1Y | +50.6% | -0.3% | +51.0% | +52.4% |
| All | +50.3% | -1.9% | +52.1% | +45.7% |
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