+4.8%
FE vs GPC
+2.1%
+2.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +4.3% | -1.8% | +6.1% | +4.5% |
| 3M | +0.4% | -6.6% | +7.0% | +1.1% |
| 6M | +6.9% | +21.3% | -14.4% | +4.8% |
| YTD | +8.0% | +4.3% | +3.7% | +6.9% |
| 1Y | +4.8% | +3.3% | +1.6% | +3.4% |
| All | +4.8% | +2.1% | +2.8% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling