-21.3%
GFS vs GPC
+8.4%
-29.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.6% | -8.3% | -9.1% |
| 7D | -20.7% | +1.7% | -22.4% | -21.3% |
| 30D | -25.2% | -2.3% | -22.9% | -24.7% |
| 3M | -26.3% | -4.5% | -21.8% | -25.1% |
| 6M | -50.7% | +21.6% | -72.3% | -57.2% |
| YTD | +4.5% | +4.0% | +0.5% | -2.6% |
| 1Y | +2.5% | +3.5% | -1.1% | -4.4% |
| 3Y | -30.9% | +2.1% | -33.1% | -39.3% |
| 5Y | -42.6% | +5.5% | -48.1% | -54.9% |
| All | -21.3% | +8.4% | -29.7% | -40.4% |
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