-80.9%
FIG vs GPC
+8.2%
-89.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.2% |
| 7D | -14.5% | -0.6% | -13.8% | -14.5% |
| 30D | -13.3% | +1.3% | -14.6% | -13.2% |
| 3M | +7.4% | +37.1% | -29.7% | +17.1% |
| 6M | -27.8% | +23.2% | -51.0% | -23.4% |
| YTD | -41.1% | +13.1% | -54.2% | -36.7% |
| 1Y | -58.7% | +0.9% | -59.6% | -63.0% |
| All | -80.9% | +8.2% | -89.2% | -76.7% |
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