+685.3%
GFI vs GPC
+2,270.7%
-1,585.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | +5.7% | +0.2% | +5.5% | +5.6% |
| 30D | +15.6% | -0.4% | +16.0% | +15.6% |
| 3M | +31.5% | +39.2% | -7.7% | +25.2% |
| 6M | -3.7% | +18.2% | -21.9% | -6.2% |
| YTD | +11.2% | +12.1% | -0.9% | +9.1% |
| 1Y | +36.4% | -0.7% | +37.0% | +35.8% |
| 3Y | +313.5% | -1.7% | +315.2% | +307.3% |
| 5Y | +528.0% | +29.3% | +498.7% | +492.0% |
| 10Y | +1,021.4% | +80.7% | +940.8% | +877.9% |
| All | +685.3% | +2,270.7% | -1,585.4% | +625.8% |
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