+5,150.0%
FFIV vs GPC
+889.9%
+4,260.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | -1.0% | +1.2% | -2.2% | -1.6% |
| 30D | -5.1% | +6.0% | -11.0% | -8.1% |
| 3M | -4.5% | +42.6% | -47.1% | -22.6% |
| 6M | +36.5% | +22.8% | +13.7% | +18.9% |
| YTD | +53.0% | +15.5% | +37.5% | +36.1% |
| 1Y | +24.2% | +2.0% | +22.2% | +18.1% |
| 3Y | +137.2% | -1.4% | +138.6% | +118.0% |
| 5Y | +91.8% | +30.6% | +61.2% | +46.1% |
| 10Y | +215.2% | +80.6% | +134.6% | +76.4% |
| All | +5,150.0% | +889.9% | +4,260.1% | +1,415.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling