+226.2%
FANG vs GPC
+29.9%
+196.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.2% | -1.8% | +3.0% | +1.6% |
| 30D | +2.4% | +0.1% | +2.3% | +2.3% |
| 3M | +5.1% | +37.4% | -32.3% | -4.3% |
| 6M | +16.4% | +25.4% | -9.0% | +8.4% |
| YTD | +39.0% | +12.2% | +26.8% | +33.1% |
| 1Y | +50.6% | -0.3% | +51.0% | +50.2% |
| 3Y | +46.9% | -1.6% | +48.5% | +41.3% |
| All | +226.2% | +29.9% | +196.4% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling