+225.5%
FFIV vs GPC
+79.8%
+145.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -2.7% | -0.4% | -2.3% | -2.6% |
| 3M | -1.7% | +39.2% | -40.8% | -12.5% |
| 6M | +36.1% | +18.2% | +17.9% | +27.3% |
| YTD | +52.6% | +12.1% | +40.5% | +44.3% |
| 1Y | +21.5% | -0.7% | +22.2% | +19.7% |
| 3Y | +142.7% | -1.7% | +144.4% | +133.2% |
| 5Y | +92.6% | +29.3% | +63.3% | +66.7% |
| 10Y | +225.5% | +80.7% | +144.8% | +156.5% |
| All | +225.5% | +79.8% | +145.7% | +156.5% |
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