+581.0%
FE vs GPC
+911.6%
-330.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +0.6% | +1.7% | -1.1% | 0.0% |
| 30D | +6.4% | -2.3% | +8.7% | +7.1% |
| 3M | -0.5% | -4.5% | +4.0% | +0.8% |
| 6M | +4.7% | +21.6% | -16.8% | -2.6% |
| YTD | +8.4% | +4.0% | +4.3% | +4.9% |
| 1Y | +7.2% | +3.5% | +3.7% | +3.8% |
| 3Y | +44.9% | +2.1% | +42.7% | +36.4% |
| 5Y | +46.3% | +5.5% | +40.8% | +33.9% |
| 10Y | +110.3% | +90.7% | +19.5% | +46.2% |
| All | +581.0% | +911.6% | -330.6% | +154.5% |
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