+111.9%
FIX vs GPN
+4.0%
+107.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.3% |
| 7D | +0.7% | -3.5% | +4.2% | +0.3% |
| 30D | -5.7% | +3.1% | -8.8% | -5.5% |
| 3M | -7.4% | +42.3% | -49.7% | -6.7% |
| 6M | +15.1% | +20.9% | -5.8% | +14.6% |
| YTD | +70.7% | +15.2% | +55.5% | +71.7% |
| 1Y | +111.9% | +5.4% | +106.5% | +115.5% |
| All | +111.9% | +4.0% | +107.9% | +115.5% |
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