-55.8%
FIG vs GPN
+8.1%
-63.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.9% |
| 7D | -16.3% | +0.8% | -17.1% | -16.8% |
| 30D | -14.3% | +5.8% | -20.1% | -17.4% |
| 3M | +7.2% | +37.0% | -29.8% | -11.9% |
| 6M | -18.6% | +20.1% | -38.8% | -26.9% |
| YTD | -35.5% | +20.4% | -55.9% | -42.0% |
| 1Y | -55.8% | +7.4% | -63.2% | -55.5% |
| All | -55.8% | +8.1% | -63.9% | -55.5% |
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