+72.6%
FERG vs GPC
+29.0%
+43.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.3% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | -11.5% | -0.4% | -11.1% | -11.4% |
| 3M | +1.3% | +39.2% | -37.9% | -13.0% |
| 6M | -1.0% | +18.2% | -19.2% | -8.8% |
| YTD | +3.2% | +12.1% | -8.9% | -3.8% |
| 1Y | -3.0% | -0.7% | -2.3% | -4.6% |
| 3Y | +55.0% | -1.7% | +56.7% | +47.6% |
| 5Y | +72.6% | +29.3% | +43.4% | +38.6% |
| All | +72.6% | +29.0% | +43.6% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling