+1,049.0%
FIX vs GPN
-19.6%
+1,068.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.6% |
| 7D | -13.9% | +3.7% | -17.6% | -14.6% |
| 30D | -35.5% | +23.6% | -59.1% | -39.1% |
| 3M | -33.9% | +18.3% | -52.2% | -37.2% |
| 6M | -43.3% | +47.8% | -91.1% | -50.2% |
| YTD | +18.7% | +32.6% | -13.9% | +6.4% |
| 1Y | +13.8% | +36.0% | -22.2% | +0.9% |
| 3Y | +495.0% | -3.9% | +498.8% | +482.1% |
| 5Y | +1,049.0% | -19.4% | +1,068.4% | +1,066.1% |
| All | +1,049.0% | -19.6% | +1,068.6% | +1,066.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling