+43.7%
F vs GPN
-46.4%
+90.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.9% |
| 7D | -4.9% | -6.2% | +1.4% | -2.5% |
| 30D | -2.9% | +1.0% | -3.9% | -3.4% |
| 3M | -9.1% | +36.9% | -46.0% | -20.4% |
| 6M | +12.9% | +16.8% | -3.8% | +4.7% |
| YTD | +6.1% | +13.2% | -7.2% | -1.6% |
| 1Y | +22.5% | +1.4% | +21.1% | +18.6% |
| 3Y | +32.1% | -28.6% | +60.7% | +46.5% |
| 5Y | +43.7% | -47.0% | +90.7% | +83.1% |
| All | +43.7% | -46.4% | +90.1% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling