+68,180.7%
FIX vs GPN
+2,845.2%
+65,335.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.4% | +5.6% |
| 7D | +6.4% | +4.3% | +2.1% | +4.7% |
| 30D | -29.1% | +22.1% | -51.2% | -35.1% |
| 3M | -31.1% | +17.1% | -48.2% | -36.4% |
| 6M | -42.8% | +46.7% | -89.5% | -52.6% |
| YTD | +24.6% | +30.8% | -6.1% | +5.7% |
| 1Y | +21.9% | +31.5% | -9.5% | +3.0% |
| 3Y | +524.9% | -5.1% | +530.1% | +482.7% |
| 5Y | +1,092.2% | -18.1% | +1,110.3% | +1,042.0% |
| 10Y | +3,759.0% | +53.1% | +3,705.9% | +2,685.6% |
| All | +68,180.7% | +2,845.2% | +65,335.5% | +20,086.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling