-79.1%
FIG vs GPC
+10.5%
-89.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.2% |
| 7D | -16.3% | +1.2% | -17.5% | -16.2% |
| 30D | -14.3% | +6.0% | -20.3% | -13.8% |
| 3M | +7.2% | +42.6% | -35.5% | +18.0% |
| 6M | -18.6% | +22.8% | -41.4% | -14.3% |
| YTD | -35.5% | +15.5% | -50.9% | -30.5% |
| 1Y | -55.8% | +2.0% | -57.8% | -61.2% |
| All | -79.1% | +10.5% | -89.6% | -74.4% |
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