+6.8%
GPC vs FGI
+38.7%
-31.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +1.8% |
| 7D | +4.1% | +3.3% | +0.8% | +4.0% |
| 30D | +0.1% | -2.0% | +2.2% | +0.1% |
| 3M | -3.9% | +60.3% | -64.2% | -5.6% |
| 6M | +24.4% | +0.7% | +23.6% | +23.3% |
| YTD | +5.7% | +30.2% | -24.5% | +3.7% |
| 1Y | +6.8% | +44.4% | -37.6% | +3.9% |
| All | +6.8% | +38.7% | -31.9% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling