+351.3%
FERG vs GPN
+28.5%
+322.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | -4.3% | +1.8% | -1.8% |
| 30D | -8.9% | 0.0% | -8.9% | -9.0% |
| 3M | -2.0% | +35.8% | -37.9% | -8.0% |
| 6M | -3.2% | +22.0% | -25.2% | -7.5% |
| YTD | +1.5% | +15.2% | -13.7% | -2.3% |
| 1Y | +0.5% | +3.5% | -3.0% | -1.5% |
| 3Y | +50.4% | -26.9% | +77.3% | +54.4% |
| 5Y | +68.7% | -44.2% | +112.9% | +73.9% |
| All | +351.3% | +28.5% | +322.8% | +358.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling