+74.0%
FERG vs GPC
+2.3%
+71.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.3% | +8.9% | +10.3% |
| 7D | +7.3% | +0.8% | +6.5% | +7.1% |
| 30D | +18.1% | -1.1% | +19.2% | +18.6% |
| 3M | +1.6% | -6.6% | +8.3% | +4.1% |
| 6M | +8.5% | +22.2% | -13.7% | -0.3% |
| YTD | +18.6% | +5.1% | +13.5% | +13.8% |
| 1Y | +5.7% | +2.8% | +2.9% | +2.3% |
| 3Y | +74.0% | +2.4% | +71.6% | +67.3% |
| All | +74.0% | +2.3% | +71.7% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling