+34.3%
FANG vs GPN
+20.6%
+13.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -5.0% |
| 7D | -11.3% | +15.0% | -26.3% | -10.4% |
| 30D | -0.7% | +16.9% | -17.6% | +0.5% |
| 3M | -4.2% | +9.2% | -13.4% | -3.6% |
| 6M | -13.5% | +34.7% | -48.2% | -11.4% |
| YTD | +23.7% | +25.4% | -1.7% | +25.9% |
| 1Y | +34.3% | +21.7% | +12.6% | +36.9% |
| All | +34.3% | +20.6% | +13.7% | +36.9% |
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