-42.8%
FIX vs GPN
+46.8%
-89.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.4% | +4.8% |
| 7D | +6.4% | +4.3% | +2.1% | +7.3% |
| 30D | -29.1% | +22.1% | -51.2% | -25.3% |
| 3M | -31.1% | +17.1% | -48.2% | -28.2% |
| 6M | -42.8% | +46.7% | -89.5% | -43.1% |
| All | -42.8% | +46.8% | -89.6% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling