+1,440.5%
FANG vs GPN
+338.9%
+1,101.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -4.3% | +7.2% | +4.8% |
| 30D | +2.6% | 0.0% | +2.6% | +2.2% |
| 3M | +7.6% | +35.8% | -28.2% | -8.1% |
| 6M | +17.3% | +22.0% | -4.7% | +3.5% |
| YTD | +38.7% | +15.2% | +23.5% | +24.0% |
| 1Y | +51.6% | +3.5% | +48.2% | +41.8% |
| 3Y | +50.0% | -26.9% | +76.9% | +58.9% |
| 5Y | +237.6% | -44.2% | +281.8% | +293.3% |
| 10Y | +180.7% | +27.3% | +153.3% | +135.3% |
| All | +1,440.5% | +338.9% | +1,101.6% | +619.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling