-75.0%
FRSH vs GPC
+27.0%
-102.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -11.2% | -1.8% | -9.4% | -10.5% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | +26.4% | +37.4% | -10.9% | +11.1% |
| 6M | +48.4% | +25.4% | +22.9% | +34.6% |
| YTD | -3.1% | +12.2% | -15.3% | -9.6% |
| 1Y | -8.7% | -0.3% | -8.4% | -10.0% |
| 3Y | -45.8% | -1.6% | -44.2% | -48.8% |
| All | -75.0% | +27.0% | -102.0% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling