+539.8%
GFI vs GPC
+29.3%
+510.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -5.1% | -1.8% | -3.4% | -4.9% |
| 30D | +13.4% | +0.1% | +13.3% | +13.4% |
| 3M | +36.2% | +37.4% | -1.1% | +28.9% |
| 6M | -9.8% | +25.4% | -35.3% | -13.7% |
| YTD | +7.7% | +12.2% | -4.5% | +4.7% |
| 1Y | +27.2% | -0.3% | +27.5% | +24.9% |
| 3Y | +300.3% | -1.6% | +301.9% | +291.4% |
| 5Y | +539.8% | +31.0% | +508.8% | +566.6% |
| All | +539.8% | +29.3% | +510.4% | +566.6% |
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