+67.7%
FERG vs GPN
-44.5%
+112.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | -4.3% | +1.8% | -1.3% |
| 30D | -8.9% | 0.0% | -8.9% | -9.0% |
| 3M | -2.0% | +35.8% | -37.9% | -11.2% |
| 6M | -3.2% | +22.0% | -25.2% | -9.8% |
| YTD | +1.5% | +15.2% | -13.7% | -4.5% |
| 1Y | +0.5% | +3.5% | -3.0% | -2.4% |
| 3Y | +50.4% | -26.9% | +77.3% | +59.2% |
| All | +67.7% | -44.5% | +112.2% | +82.1% |
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