+17.7%
GFS vs GPC
+6.5%
+11.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.7% | -6.0% |
| 7D | -12.5% | +4.1% | -16.6% | -12.7% |
| 30D | -16.9% | +0.1% | -17.1% | -17.0% |
| 3M | -22.3% | -3.9% | -18.4% | -22.1% |
| 6M | -40.2% | +24.4% | -64.6% | -44.5% |
| YTD | +16.0% | +5.7% | +10.3% | +12.1% |
| 1Y | +17.7% | +6.8% | +10.9% | +13.2% |
| All | +17.7% | +6.5% | +11.2% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling