+128.5%
FTV vs GPC
+66.8%
+61.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.5% |
| 7D | +0.4% | +0.8% | -0.4% | 0.0% |
| 30D | +17.2% | -1.1% | +18.3% | +17.6% |
| 3M | +8.9% | -6.6% | +15.5% | +12.2% |
| 6M | +11.3% | +22.2% | -11.0% | -1.0% |
| YTD | +21.9% | +5.1% | +16.9% | +15.4% |
| 1Y | +31.6% | +2.8% | +28.8% | +25.9% |
| 3Y | +38.1% | +2.4% | +35.7% | +26.8% |
| 5Y | +15.7% | +7.8% | +7.9% | +1.4% |
| 10Y | +107.5% | +87.2% | +20.2% | +26.3% |
| All | +128.5% | +66.8% | +61.8% | +46.2% |
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