+59.9%
FND vs GPC
+74.3%
-14.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.5% |
| 7D | +7.7% | +1.6% | +6.1% | +6.7% |
| 30D | +11.9% | -2.1% | +13.9% | +13.4% |
| 3M | -14.6% | -6.8% | -7.8% | -10.2% |
| 6M | +0.5% | +18.6% | -18.1% | -11.1% |
| YTD | -15.8% | +2.7% | -18.5% | -19.0% |
| 1Y | -12.9% | +1.8% | -14.7% | -15.7% |
| 3Y | -34.2% | +1.1% | -35.2% | -38.2% |
| 5Y | -61.6% | +4.1% | -65.6% | -64.4% |
| All | +59.9% | +74.3% | -14.4% | -0.8% |
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 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