+278.4%
FTI vs GPC
-2.2%
+280.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +12.3% | -0.4% | +12.7% | +12.4% |
| 3M | +13.8% | +39.2% | -25.4% | +7.8% |
| 6M | +24.3% | +18.2% | +6.1% | +20.9% |
| YTD | +75.8% | +12.1% | +63.7% | +71.7% |
| 1Y | +99.6% | -0.7% | +100.3% | +99.7% |
| 3Y | +278.4% | -1.7% | +280.1% | +258.0% |
| All | +278.4% | -2.2% | +280.6% | +258.0% |
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