+3,759.0%
FIX vs GPC
+78.6%
+3,680.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.4% |
| 7D | +6.4% | -2.1% | +8.5% | +7.7% |
| 30D | -29.1% | -4.5% | -24.6% | -27.6% |
| 3M | -31.1% | -7.7% | -23.5% | -28.8% |
| 6M | -42.8% | +24.3% | -67.1% | -51.1% |
| YTD | +24.6% | +3.5% | +21.2% | +15.5% |
| 1Y | +21.9% | +0.7% | +21.2% | +14.8% |
| 3Y | +524.9% | 0.0% | +524.9% | +445.9% |
| 5Y | +1,092.2% | +5.8% | +1,086.4% | +887.1% |
| 10Y | +3,759.0% | +75.8% | +3,683.3% | +2,060.7% |
| All | +3,759.0% | +78.6% | +3,680.5% | +2,060.7% |
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