+12,471.5%
FIX vs GPC
+925.3%
+11,546.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +6.0% | +1.2% | +4.8% | +5.3% |
| 30D | -7.2% | +6.0% | -13.2% | -10.6% |
| 3M | -15.9% | +42.6% | -58.5% | -34.3% |
| 6M | +12.7% | +22.8% | -10.0% | -4.0% |
| YTD | +72.8% | +15.5% | +57.3% | +50.0% |
| 1Y | +122.9% | +2.0% | +120.8% | +108.1% |
| 3Y | +774.3% | -1.4% | +775.8% | +674.8% |
| 5Y | +2,049.5% | +30.6% | +2,018.9% | +1,477.2% |
| 10Y | +5,821.5% | +80.6% | +5,740.8% | +3,297.6% |
| All | +12,471.5% | +925.3% | +11,546.2% | +2,937.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling