-83.2%
FIG vs GPC
+0.5%
-83.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +3.3% |
| 7D | -12.6% | +0.8% | -13.4% | -12.6% |
| 30D | -13.8% | -1.1% | -12.7% | -14.0% |
| 3M | -16.7% | -6.6% | -10.1% | -17.4% |
| 6M | -6.1% | +22.2% | -28.3% | +1.2% |
| YTD | -48.1% | +5.1% | -53.1% | -44.7% |
| 1Y | -56.2% | +2.8% | -59.0% | -53.9% |
| All | -83.2% | +0.5% | -83.8% | -79.6% |
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