+7.1%
GPC vs FGI
-70.6%
+77.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +1.6% | -7.0% | +8.5% | +1.7% |
| 30D | -2.1% | -4.2% | +2.1% | -2.1% |
| 3M | -6.8% | +55.6% | -62.4% | -8.1% |
| 6M | +18.6% | -3.2% | +21.8% | +17.5% |
| YTD | +2.7% | +29.1% | -26.4% | +0.8% |
| 1Y | +1.8% | +51.0% | -49.2% | -0.3% |
| 3Y | +1.1% | +1.5% | -0.5% | -1.5% |
| All | +7.1% | -70.6% | +77.6% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling