+48.5%
FND vs GPC
+92.0%
-43.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | -0.8% | -0.6% | -0.1% | -0.3% |
| 30D | -19.6% | +1.3% | -20.9% | -20.2% |
| 3M | -4.3% | +37.1% | -41.4% | -23.6% |
| 6M | -20.4% | +23.2% | -43.6% | -31.4% |
| YTD | -21.9% | +13.1% | -34.9% | -29.6% |
| 1Y | -45.2% | +0.9% | -46.1% | -46.5% |
| 3Y | -49.2% | -0.8% | -48.4% | -51.9% |
| 5Y | -61.8% | +31.1% | -92.9% | -69.7% |
| All | +48.5% | +92.0% | -43.5% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling