-0.2%
GPC vs FDS
-23.5%
+23.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.3% | -2.6% | +1.3% | -0.7% |
| 30D | -6.0% | +14.1% | -20.1% | -8.7% |
| 3M | -7.6% | +19.8% | -27.4% | -11.6% |
| 6M | +24.2% | +55.0% | -30.7% | +10.8% |
| YTD | +2.7% | +15.9% | -13.2% | -0.5% |
| 1Y | +0.2% | +24.2% | -24.0% | -5.6% |
| All | -0.2% | -23.5% | +23.3% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling