+2,159.9%
FTI vs GPC
+963.0%
+1,196.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | +5.3% | +1.2% | +4.1% | +4.4% |
| 30D | +15.3% | +6.0% | +9.4% | +10.8% |
| 3M | +15.8% | +42.6% | -26.9% | -10.2% |
| 6M | +22.6% | +22.8% | -0.2% | +3.7% |
| YTD | +79.5% | +15.5% | +64.1% | +55.4% |
| 1Y | +102.0% | +2.0% | +100.0% | +89.2% |
| 3Y | +315.8% | -1.4% | +317.3% | +268.3% |
| 5Y | +1,129.5% | +30.6% | +1,098.9% | +773.9% |
| 10Y | +320.9% | +80.6% | +240.3% | +134.2% |
| All | +2,159.9% | +963.0% | +1,196.9% | +291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling