+352.7%
FERG vs GPC
+88.6%
+264.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -15.1% | +1.3% | -16.4% | -15.4% |
| 3M | -4.8% | +37.1% | -41.9% | -13.3% |
| 6M | -2.5% | +23.2% | -25.6% | -8.5% |
| YTD | +1.8% | +13.1% | -11.3% | -2.7% |
| 1Y | -0.3% | +0.9% | -1.2% | -1.8% |
| 3Y | +52.9% | -0.8% | +53.7% | +48.6% |
| 5Y | +69.3% | +31.1% | +38.2% | +57.0% |
| All | +352.7% | +88.6% | +264.1% | +274.4% |
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 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