-32.8%
FPS vs GPC
-14.0%
-18.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.3% | +6.8% |
| 7D | -24.5% | +1.6% | -26.1% | -24.4% |
| 30D | -52.1% | -2.1% | -50.0% | -52.0% |
| 3M | -48.4% | -6.8% | -41.6% | -48.5% |
| 6M | -54.4% | +18.6% | -73.0% | -56.2% |
| All | -32.8% | -14.0% | -18.8% | -31.8% |
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