+184.3%
FTI vs GPC
+78.6%
+105.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +1.4% | -2.1% | +3.5% | +2.5% |
| 30D | -6.3% | -4.5% | -1.7% | -4.4% |
| 3M | -13.1% | -7.7% | -5.4% | -10.0% |
| 6M | -8.0% | +24.3% | -32.3% | -21.3% |
| YTD | +47.1% | +3.5% | +43.6% | +36.8% |
| 1Y | +50.7% | +0.7% | +49.9% | +42.4% |
| 3Y | +209.0% | 0.0% | +209.0% | +171.9% |
| 5Y | +847.0% | +5.8% | +841.2% | +677.2% |
| 10Y | +184.3% | +75.8% | +108.5% | +74.3% |
| All | +184.3% | +78.6% | +105.7% | +74.3% |
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 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