+8.1%
FPS vs GPC
-3.3%
+11.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +2.5% |
| 7D | +3.1% | +1.2% | +1.9% | +3.2% |
| 30D | -18.6% | +6.0% | -24.5% | -18.3% |
| 3M | -51.5% | +42.6% | -94.1% | -53.6% |
| 6M | -8.5% | +22.8% | -31.3% | -11.4% |
| All | +8.1% | -3.3% | +11.4% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling