+122.9%
FIX vs GPN
+8.1%
+114.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +2.0% |
| 7D | +6.0% | +0.8% | +5.2% | +6.1% |
| 30D | -7.2% | +5.8% | -13.0% | -6.7% |
| 3M | -15.9% | +37.0% | -52.8% | -14.7% |
| 6M | +12.7% | +20.1% | -7.4% | +12.3% |
| YTD | +72.8% | +20.4% | +52.4% | +74.6% |
| 1Y | +122.9% | +7.4% | +115.5% | +124.8% |
| All | +122.9% | +8.1% | +114.8% | +124.8% |
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