+66,266.4%
FIX vs GPN
+2,491.4%
+63,775.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.0% | +9.2% | +1.9% |
| 7D | +17.0% | -7.1% | +24.2% | +20.1% |
| 30D | -30.6% | +7.7% | -38.3% | -33.4% |
| 3M | -35.0% | -0.1% | -34.9% | -36.3% |
| 6M | -44.0% | +29.4% | -73.3% | -51.4% |
| YTD | +21.1% | +15.1% | +6.1% | +7.7% |
| 1Y | +16.3% | +15.4% | +0.8% | +3.1% |
| 3Y | +507.4% | -16.5% | +523.9% | +493.8% |
| 5Y | +1,052.1% | -29.6% | +1,081.6% | +1,068.9% |
| 10Y | +3,650.8% | +34.7% | +3,616.1% | +2,738.8% |
| All | +66,266.4% | +2,491.4% | +63,775.0% | +20,472.0% |
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