+1,103.8%
GPC vs FDS
+9,502.8%
-8,399.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.0% |
| 7D | +1.2% | -1.9% | +3.1% | +1.6% |
| 30D | +6.0% | +9.0% | -3.1% | +3.5% |
| 3M | +42.6% | +18.9% | +23.8% | +35.6% |
| 6M | +22.8% | +35.1% | -12.4% | +11.8% |
| YTD | +15.5% | +5.5% | +10.0% | +11.6% |
| 1Y | +2.0% | -16.8% | +18.9% | +4.4% |
| 3Y | -1.4% | -28.1% | +26.6% | +4.3% |
| 5Y | +30.6% | -17.4% | +48.0% | +32.6% |
| 10Y | +80.6% | +85.4% | -4.8% | +50.5% |
| All | +1,103.8% | +9,502.8% | -8,399.0% | +492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling