+1,052.1%
FIX vs GPC
+4.8%
+1,047.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +17.0% | -1.3% | +18.3% | +17.4% |
| 30D | -30.6% | -6.0% | -24.6% | -29.4% |
| 3M | -35.0% | -7.6% | -27.4% | -33.8% |
| 6M | -44.0% | +24.2% | -68.2% | -49.3% |
| YTD | +21.1% | +2.7% | +18.4% | +15.6% |
| 1Y | +16.3% | +0.2% | +16.1% | +12.1% |
| 3Y | +507.4% | -0.8% | +508.1% | +446.3% |
| 5Y | +1,052.1% | +4.4% | +1,047.6% | +858.4% |
| All | +1,052.1% | +4.8% | +1,047.2% | +858.4% |
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