+777.0%
FIX vs GPC
-1.1%
+778.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | -7.2% | +6.0% | -13.2% | -7.7% |
| 3M | -15.9% | +42.6% | -58.5% | -20.4% |
| 6M | +12.7% | +22.8% | -10.0% | +8.8% |
| YTD | +72.8% | +15.5% | +57.3% | +67.3% |
| 1Y | +122.9% | +2.0% | +120.8% | +120.5% |
| All | +777.0% | -1.1% | +778.0% | +748.0% |
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