+790.7%
FIX vs GPN
-27.1%
+817.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.7% | +3.0% |
| 7D | +6.1% | -0.7% | +6.8% | +6.1% |
| 30D | -2.7% | +3.8% | -6.5% | -3.6% |
| 3M | -10.9% | +39.2% | -50.1% | -18.3% |
| 6M | +29.0% | +17.9% | +11.1% | +22.6% |
| YTD | +76.9% | +16.4% | +60.5% | +67.9% |
| 1Y | +130.7% | +3.6% | +127.1% | +126.8% |
| 3Y | +790.7% | -26.7% | +817.3% | +906.8% |
| All | +790.7% | -27.1% | +817.8% | +906.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling