+1,422.9%
FANG vs GPC
+229.9%
+1,193.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.1% |
| 30D | +2.4% | +1.3% | +1.1% | +1.5% |
| 3M | +4.9% | +37.1% | -32.2% | -13.3% |
| 6M | +12.0% | +23.2% | -11.2% | -3.1% |
| YTD | +37.1% | +13.1% | +24.0% | +22.7% |
| 1Y | +52.3% | +0.9% | +51.4% | +45.2% |
| 3Y | +45.0% | -0.8% | +45.8% | +30.8% |
| 5Y | +231.0% | +31.1% | +199.8% | +138.6% |
| 10Y | +177.5% | +87.4% | +90.1% | +58.3% |
| All | +1,422.9% | +229.9% | +1,193.0% | +487.5% |
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