+64.5%
FBTC vs GPC
+6.0%
+58.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.4% |
| 30D | +22.0% | +0.5% | +21.5% | +21.8% |
| 3M | +21.6% | +31.7% | -10.1% | +13.2% |
| 6M | +9.2% | +24.7% | -15.5% | +2.9% |
| YTD | -11.8% | +11.8% | -23.6% | -15.0% |
| 1Y | -32.7% | -3.0% | -29.7% | -32.1% |
| All | +64.5% | +6.0% | +58.5% | +48.9% |
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