-80.9%
FIG vs GPN
+8.7%
-89.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.4% |
| 7D | -14.5% | -6.2% | -8.2% | -10.5% |
| 30D | -13.3% | +1.0% | -14.3% | -13.8% |
| 3M | +7.4% | +36.9% | -29.5% | -12.8% |
| 6M | -27.8% | +16.8% | -44.6% | -34.3% |
| YTD | -41.1% | +13.2% | -54.3% | -45.3% |
| 1Y | -58.7% | +1.4% | -60.2% | -57.9% |
| All | -80.9% | +8.7% | -89.7% | -82.4% |
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