+54.6%
FTI vs GPC
+6.5%
+48.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.3% |
| 7D | -9.7% | +4.1% | -13.8% | -9.6% |
| 30D | -8.2% | +0.1% | -8.3% | -8.1% |
| 3M | -7.8% | -3.9% | -3.9% | -7.7% |
| 6M | -13.4% | +24.4% | -37.8% | -13.8% |
| YTD | +45.1% | +5.7% | +39.4% | +42.1% |
| 1Y | +54.6% | +6.8% | +47.8% | +53.4% |
| All | +54.6% | +6.5% | +48.1% | +53.4% |
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