+430.3%
FERG vs GPC
+85.0%
+345.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | +7.2% | +0.4% | +6.9% | +7.2% |
| 30D | +17.9% | -1.8% | +19.7% | +18.5% |
| 3M | -1.3% | -6.6% | +5.3% | +0.6% |
| 6M | +8.3% | +21.3% | -13.0% | +2.1% |
| YTD | +18.3% | +4.3% | +14.1% | +15.7% |
| 1Y | +4.7% | +3.3% | +1.5% | +2.7% |
| 3Y | +70.3% | +0.8% | +69.5% | +65.8% |
| 5Y | +84.6% | +7.4% | +77.2% | +78.5% |
| 10Y | +430.3% | +79.2% | +351.1% | +354.5% |
| All | +430.3% | +85.0% | +345.3% | +354.5% |
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 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