+85.0%
GPC vs FDS
+87.3%
-2.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.5% |
| 7D | +1.2% | -1.9% | +3.1% | +1.9% |
| 30D | +6.0% | +9.0% | -3.1% | +2.0% |
| 3M | +42.6% | +18.9% | +23.8% | +31.5% |
| 6M | +22.8% | +35.1% | -12.4% | +5.2% |
| YTD | +15.5% | +5.5% | +10.0% | +9.9% |
| 1Y | +2.0% | -16.8% | +18.9% | +7.7% |
| 3Y | -1.4% | -28.1% | +26.6% | +10.4% |
| 5Y | +30.6% | -17.4% | +48.0% | +33.2% |
| All | +85.0% | +87.3% | -2.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling