+894.6%
FIX vs GPC
+6.4%
+888.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.6% | -10.0% | -11.1% |
| 7D | -27.2% | +1.7% | -28.9% | -27.6% |
| 30D | -46.9% | -2.3% | -44.6% | -46.6% |
| 3M | -44.4% | -4.5% | -39.9% | -43.9% |
| 6M | -50.9% | +21.6% | -72.5% | -55.2% |
| YTD | +3.5% | +4.0% | -0.5% | -1.6% |
| 1Y | -2.1% | +3.5% | -5.6% | -6.8% |
| 3Y | +418.7% | +2.1% | +416.6% | +359.2% |
| 5Y | +894.6% | +5.5% | +889.1% | +726.8% |
| All | +894.6% | +6.4% | +888.1% | +726.8% |
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