+4,079.4%
FFIV vs GPC
+780.3%
+3,299.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | -8.1% | +1.6% | -9.7% | -9.0% |
| 30D | -33.4% | -2.1% | -31.3% | -33.0% |
| 3M | -24.7% | -6.8% | -17.9% | -22.6% |
| 6M | -8.8% | +18.6% | -27.4% | -19.3% |
| YTD | +21.8% | +2.7% | +19.1% | +14.5% |
| 1Y | +25.3% | +1.8% | +23.5% | +18.2% |
| 3Y | +101.2% | +1.1% | +100.1% | +81.0% |
| 5Y | +40.2% | +4.1% | +36.2% | +20.8% |
| 10Y | +129.0% | +88.2% | +40.8% | +21.2% |
| All | +4,079.4% | +780.3% | +3,299.0% | +1,175.2% |
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