+126.9%
FFIV vs GPC
+85.0%
+41.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -4.2% | +0.4% | -4.5% | -4.3% |
| 30D | -33.9% | -1.8% | -32.1% | -33.6% |
| 3M | -22.6% | -6.6% | -16.0% | -21.3% |
| 6M | -10.4% | +21.3% | -31.7% | -17.2% |
| YTD | +24.3% | +4.3% | +20.0% | +19.7% |
| 1Y | +31.8% | +3.3% | +28.5% | +27.3% |
| 3Y | +99.5% | +0.8% | +98.7% | +89.0% |
| 5Y | +40.7% | +7.4% | +33.3% | +28.9% |
| 10Y | +126.9% | +79.2% | +47.6% | +75.8% |
| All | +126.9% | +85.0% | +41.9% | +75.8% |
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