+5.0%
GPC vs FDS
-22.8%
+27.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.3% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -2.1% | +20.2% | -22.3% | -7.1% |
| 3M | -6.8% | +19.9% | -26.7% | -12.1% |
| 6M | +18.6% | +56.2% | -37.6% | +1.7% |
| YTD | +2.7% | +14.6% | -11.9% | -2.4% |
| 1Y | +1.8% | +31.6% | -29.8% | -8.9% |
| 3Y | +1.1% | -23.8% | +24.9% | +12.3% |
| All | +5.0% | -22.8% | +27.8% | +13.0% |
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