+508.6%
GFI vs GPC
+2,081.1%
-1,572.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -8.7% | +0.4% | -9.1% | -8.7% |
| 30D | +0.6% | -6.3% | +6.9% | +1.6% |
| 3M | -7.5% | -8.2% | +0.7% | -6.3% |
| 6M | -18.3% | +27.1% | -45.4% | -21.2% |
| YTD | -13.8% | +3.1% | -16.9% | -14.4% |
| 1Y | -8.8% | +0.1% | -8.9% | -9.1% |
| 3Y | +215.8% | +0.2% | +215.6% | +211.0% |
| 5Y | +301.2% | +4.9% | +296.3% | +290.3% |
| 10Y | +1,284.4% | +75.2% | +1,209.2% | +1,115.4% |
| All | +508.6% | +2,081.1% | -1,572.6% | +469.8% |
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