+31.0%
F vs GPN
+8.1%
+22.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +5.3% | +0.8% | +4.5% | +5.2% |
| 30D | +4.6% | +5.8% | -1.2% | +3.8% |
| 3M | -3.7% | +37.0% | -40.7% | -8.0% |
| 6M | +16.8% | +20.1% | -3.3% | +12.6% |
| YTD | +15.3% | +20.4% | -5.1% | +12.5% |
| 1Y | +31.0% | +7.4% | +23.6% | +30.1% |
| All | +31.0% | +8.1% | +22.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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