-75.0%
FRSH vs GPC
+26.5%
-101.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -6.6% | -3.2% | -3.4% | -5.4% |
| 30D | +2.1% | +0.5% | +1.6% | +1.8% |
| 3M | +29.0% | +31.7% | -2.8% | +15.3% |
| 6M | +48.6% | +24.7% | +23.9% | +35.1% |
| YTD | -2.9% | +11.8% | -14.7% | -9.4% |
| 1Y | -7.9% | -3.0% | -4.9% | -8.0% |
| 3Y | -46.5% | -1.1% | -45.4% | -49.8% |
| All | -75.0% | +26.5% | -101.5% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling