+295.8%
FTI vs GPC
+86.4%
+209.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -4.4% | -3.2% | -1.2% | -2.7% |
| 30D | +1.5% | +0.5% | +1.0% | +1.0% |
| 3M | +8.2% | +31.7% | -23.5% | -9.1% |
| 6M | +18.8% | +24.7% | -5.9% | +2.1% |
| YTD | +71.7% | +11.8% | +59.9% | +54.4% |
| 1Y | +90.0% | -3.0% | +93.0% | +86.0% |
| 3Y | +270.5% | -1.1% | +271.6% | +232.4% |
| 5Y | +1,084.5% | +30.5% | +1,054.0% | +749.7% |
| All | +295.8% | +86.4% | +209.4% | +137.8% |
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