-22.1%
FPS vs GPC
-12.0%
-10.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.3% | +13.7% | +16.2% |
| 7D | -8.0% | +0.8% | -8.8% | -7.9% |
| 30D | -43.5% | -1.1% | -42.5% | -43.4% |
| 3M | -41.6% | -6.6% | -35.0% | -41.7% |
| 6M | -44.0% | +22.2% | -66.3% | -46.3% |
| All | -22.1% | -12.0% | -10.0% | -20.8% |
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 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