+576.2%
FE vs GPC
+1,022.5%
-446.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +1.9% | +1.2% | +0.7% | +1.5% |
| 30D | -1.2% | +6.0% | -7.1% | -3.1% |
| 3M | +3.5% | +42.6% | -39.1% | -8.4% |
| 6M | -6.1% | +22.8% | -28.8% | -13.1% |
| YTD | +7.6% | +15.5% | -7.8% | +0.9% |
| 1Y | +11.9% | +2.0% | +9.9% | +9.1% |
| 3Y | +48.4% | -1.4% | +49.9% | +41.7% |
| 5Y | +44.8% | +30.6% | +14.2% | +23.2% |
| 10Y | +115.9% | +80.6% | +35.3% | +54.0% |
| All | +576.2% | +1,022.5% | -446.3% | +144.7% |
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 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