+8.1%
FPS vs GPC
-4.1%
+12.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.5% |
| 7D | +3.1% | +0.4% | +2.7% | +3.1% |
| 30D | -18.6% | +5.1% | -23.7% | -18.3% |
| 3M | -51.5% | +41.5% | -93.0% | -53.6% |
| 6M | -8.5% | +21.8% | -30.3% | -11.4% |
| All | +8.1% | -4.1% | +12.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling