+1,027.6%
FIX vs GPC
+4.3%
+1,023.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +9.4% | +0.4% | +9.0% | +9.3% |
| 30D | -27.8% | -6.3% | -21.5% | -26.5% |
| 3M | -35.6% | -8.2% | -27.4% | -34.2% |
| 6M | -45.2% | +27.1% | -72.3% | -50.8% |
| YTD | +19.5% | +3.1% | +16.3% | +13.9% |
| 1Y | +24.2% | +0.1% | +24.2% | +20.0% |
| 3Y | +494.2% | +0.2% | +493.9% | +431.5% |
| All | +1,027.6% | +4.3% | +1,023.2% | +842.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling