+743.6%
FN vs GPC
+85.6%
+658.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.3% | +13.0% | +12.1% |
| 7D | 0.0% | +1.6% | -1.6% | -0.6% |
| 30D | -34.3% | -2.1% | -32.2% | -34.1% |
| 3M | -39.9% | -6.8% | -33.1% | -38.8% |
| 6M | -51.8% | +18.6% | -70.4% | -56.0% |
| YTD | -28.1% | +2.7% | -30.8% | -31.6% |
| 1Y | -29.1% | +1.8% | -30.9% | -32.2% |
| 3Y | +102.4% | +1.1% | +101.4% | +85.3% |
| 5Y | +171.7% | +4.1% | +167.6% | +143.4% |
| All | +743.6% | +85.6% | +658.0% | +502.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling