+847.0%
FTI vs GPC
+6.4%
+840.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +1.4% | -2.1% | +3.5% | +2.0% |
| 30D | -6.3% | -4.5% | -1.7% | -5.2% |
| 3M | -13.1% | -7.7% | -5.4% | -11.4% |
| 6M | -8.0% | +24.3% | -32.3% | -15.8% |
| YTD | +47.1% | +3.5% | +43.6% | +41.7% |
| 1Y | +50.7% | +0.7% | +49.9% | +46.7% |
| 3Y | +209.0% | 0.0% | +209.0% | +182.9% |
| 5Y | +847.0% | +5.8% | +841.2% | +692.5% |
| All | +847.0% | +6.4% | +840.6% | +692.5% |
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