+16.2%
FIX vs GPN
+15.9%
+0.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.0% | +9.1% | -4.2% |
| 7D | +16.9% | -7.1% | +24.1% | +16.2% |
| 30D | -30.6% | +7.7% | -38.4% | -29.3% |
| 3M | -35.1% | -0.1% | -35.0% | -34.3% |
| 6M | -44.0% | +29.4% | -73.4% | -43.0% |
| YTD | +21.0% | +15.1% | +6.0% | +22.2% |
| 1Y | +16.2% | +15.4% | +0.7% | +15.2% |
| All | +16.2% | +15.9% | +0.3% | +15.2% |
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