+1,301.2%
FERG vs GPN
+260.5%
+1,040.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -1.0% | -3.5% | +2.5% | -0.5% |
| 30D | -11.8% | +3.1% | -14.9% | -12.3% |
| 3M | -1.2% | +42.3% | -43.5% | -6.5% |
| 6M | -2.3% | +20.9% | -23.2% | -5.5% |
| YTD | +0.8% | +15.2% | -14.4% | -2.1% |
| 1Y | +0.5% | +5.4% | -5.0% | -1.3% |
| 3Y | +51.4% | -27.4% | +78.8% | +54.3% |
| 5Y | +67.5% | -44.2% | +111.7% | +71.3% |
| 10Y | +348.1% | +27.4% | +320.8% | +344.1% |
| All | +1,301.2% | +260.5% | +1,040.7% | +1,024.3% |
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