+29.3%
GPC vs FDS
-20.4%
+49.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -1.6% |
| 7D | +0.2% | -5.4% | +5.6% | +1.8% |
| 30D | -0.4% | +1.6% | -2.0% | -1.1% |
| 3M | +39.2% | +17.7% | +21.4% | +31.7% |
| 6M | +18.2% | +29.1% | -10.8% | +7.4% |
| YTD | +12.1% | +1.0% | +11.1% | +10.8% |
| 1Y | -0.7% | -21.6% | +21.0% | +8.5% |
| 3Y | -1.7% | -30.1% | +28.4% | +11.6% |
| 5Y | +29.3% | -20.7% | +50.0% | +43.7% |
| All | +29.3% | -20.4% | +49.7% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling