+0.5%
FERG vs GPC
-0.9%
+1.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.6% | -3.2% | +0.6% | -1.5% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | -2.0% | +31.7% | -33.8% | -12.4% |
| 6M | -3.2% | +24.7% | -27.9% | -12.0% |
| YTD | +1.5% | +11.8% | -10.3% | -9.3% |
| 1Y | +0.5% | -3.0% | +3.4% | -2.9% |
| All | +0.5% | -0.9% | +1.4% | -2.9% |
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