+12,471.5%
FIX vs GPC
+925.3%
+11,546.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +6.0% | +0.4% | +5.6% | +5.7% |
| 30D | -7.2% | +5.1% | -12.4% | -10.2% |
| 3M | -15.9% | +41.5% | -57.4% | -34.0% |
| 6M | +12.7% | +21.8% | -9.1% | -3.5% |
| YTD | +72.8% | +14.6% | +58.2% | +50.7% |
| 1Y | +122.9% | +1.3% | +121.6% | +109.0% |
| 3Y | +774.3% | -1.4% | +775.8% | +674.4% |
| 5Y | +2,049.5% | +30.6% | +2,018.9% | +1,476.4% |
| 10Y | +5,821.5% | +80.6% | +5,740.8% | +3,295.8% |
| All | +12,471.5% | +925.3% | +11,546.2% | +2,935.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling