-46.3%
FRSH vs GPC
-1.1%
-45.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -9.6% | -0.6% | -8.9% | -9.4% |
| 30D | -0.4% | +1.3% | -1.7% | -0.7% |
| 3M | +27.2% | +37.1% | -9.9% | +19.2% |
| 6M | +42.2% | +23.2% | +19.0% | +36.3% |
| YTD | -2.6% | +13.1% | -15.7% | -6.2% |
| 1Y | -10.2% | +0.9% | -11.0% | -10.7% |
| All | -46.3% | -1.1% | -45.3% | -49.8% |
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 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