+3,800.0%
FIX vs GPC
+93.7%
+3,706.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +8.2% |
| 7D | -7.2% | +0.8% | -8.1% | -7.7% |
| 30D | -35.1% | -1.1% | -34.0% | -34.9% |
| 3M | -34.3% | -6.6% | -27.6% | -32.4% |
| 6M | -42.9% | +22.2% | -65.2% | -50.8% |
| YTD | +19.5% | +5.1% | +14.4% | +9.9% |
| 1Y | +16.8% | +2.8% | +14.0% | +8.7% |
| 3Y | +506.7% | +2.4% | +504.3% | +422.7% |
| 5Y | +1,046.7% | +7.8% | +1,038.9% | +840.0% |
| 10Y | +3,800.0% | +87.2% | +3,712.7% | +1,983.6% |
| All | +3,800.0% | +93.7% | +3,706.2% | +1,983.6% |
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