+970.6%
GPC vs FDS
+10,327.4%
-9,356.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.4% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -2.1% | +20.2% | -22.3% | -6.7% |
| 3M | -6.8% | +19.9% | -26.7% | -11.6% |
| 6M | +18.6% | +56.2% | -37.6% | +4.1% |
| YTD | +2.7% | +14.6% | -11.9% | -3.3% |
| 1Y | +1.8% | +31.6% | -29.8% | -7.7% |
| 3Y | +1.1% | -23.8% | +24.9% | +4.9% |
| 5Y | +4.1% | -22.6% | +26.6% | +6.9% |
| 10Y | +88.2% | +139.3% | -51.1% | +47.5% |
| All | +970.6% | +10,327.4% | -9,356.8% | +413.8% |
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