+7,433.0%
FIX vs GPC
+824.0%
+6,609.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.6% | -10.0% | -10.7% |
| 7D | -27.2% | +1.7% | -28.9% | -28.0% |
| 30D | -46.9% | -2.3% | -44.6% | -46.4% |
| 3M | -44.4% | -4.5% | -39.9% | -43.4% |
| 6M | -50.9% | +21.6% | -72.5% | -58.2% |
| YTD | +3.5% | +4.0% | -0.5% | -5.0% |
| 1Y | -2.1% | +3.5% | -5.6% | -10.0% |
| 3Y | +418.7% | +2.1% | +416.6% | +345.8% |
| 5Y | +894.6% | +5.5% | +889.1% | +730.0% |
| 10Y | +3,465.5% | +90.7% | +3,374.8% | +1,853.6% |
| All | +7,433.0% | +824.0% | +6,609.0% | +1,822.6% |
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