+106.6%
FTV vs GPC
+85.0%
+21.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.3% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +18.3% | -1.8% | +20.1% | +19.1% |
| 3M | +9.8% | -6.6% | +16.4% | +13.2% |
| 6M | +12.3% | +21.3% | -9.0% | +0.3% |
| YTD | +23.1% | +4.3% | +18.8% | +16.9% |
| 1Y | +32.5% | +3.3% | +29.3% | +26.5% |
| 3Y | +38.3% | +0.8% | +37.6% | +28.1% |
| 5Y | +16.8% | +7.4% | +9.5% | +2.5% |
| 10Y | +106.6% | +79.2% | +27.3% | +30.0% |
| All | +106.6% | +85.0% | +21.6% | +30.0% |
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 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