-83.7%
FIG vs GPC
-1.7%
-82.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +1.9% |
| 7D | -13.1% | +1.6% | -14.7% | -13.0% |
| 30D | -13.0% | -2.1% | -10.9% | -13.2% |
| 3M | -21.5% | -6.8% | -14.7% | -22.1% |
| 6M | -2.5% | +18.6% | -21.1% | +4.7% |
| YTD | -49.7% | +2.7% | -52.3% | -46.4% |
| 1Y | -59.1% | +1.8% | -60.9% | -56.3% |
| All | -83.7% | -1.7% | -82.0% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling