-83.6%
FIG vs GPC
-1.7%
-81.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.3% |
| 7D | +2.6% | -1.3% | +3.9% | +2.5% |
| 30D | -13.1% | -6.0% | -7.0% | -13.6% |
| 3M | -20.3% | -7.6% | -12.7% | -21.0% |
| 6M | -2.1% | +24.2% | -26.3% | +6.6% |
| YTD | -49.4% | +2.7% | -52.1% | -46.1% |
| 1Y | -57.0% | +0.2% | -57.2% | -55.0% |
| All | -83.6% | -1.7% | -81.9% | -80.2% |
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 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