+2,105.4%
FIX vs GPC
+30.9%
+2,074.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +6.0% | +1.2% | +4.8% | +5.6% |
| 30D | -7.2% | +6.0% | -13.2% | -9.0% |
| 3M | -15.9% | +42.6% | -58.5% | -27.0% |
| 6M | +12.7% | +22.8% | -10.0% | +3.2% |
| YTD | +72.8% | +15.5% | +57.3% | +59.5% |
| 1Y | +122.9% | +2.0% | +120.8% | +116.5% |
| 3Y | +774.3% | -1.4% | +775.8% | +731.3% |
| All | +2,105.4% | +30.9% | +2,074.5% | +1,519.6% |
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