+92.9%
FFIV vs GPC
+30.9%
+62.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | -5.1% | +6.0% | -11.0% | -6.7% |
| 3M | -4.5% | +42.6% | -47.1% | -15.0% |
| 6M | +36.5% | +22.8% | +13.7% | +27.2% |
| YTD | +53.0% | +15.5% | +37.5% | +44.3% |
| 1Y | +24.2% | +2.0% | +22.2% | +22.4% |
| 3Y | +137.2% | -1.4% | +138.6% | +130.7% |
| All | +92.9% | +30.9% | +62.0% | +46.1% |
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