-15.3%
FPS vs GPC
-13.4%
-1.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.8% | +15.2% | +14.3% |
| 7D | +9.5% | -2.1% | +11.6% | +9.2% |
| 30D | -33.8% | -4.5% | -29.2% | -33.8% |
| 3M | -34.9% | -7.7% | -27.2% | -35.0% |
| 6M | -42.9% | +24.3% | -67.2% | -45.5% |
| All | -15.3% | -13.4% | -1.9% | -14.0% |
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