+826.4%
FN vs GPC
+93.7%
+732.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.5% | +11.1% |
| 7D | +16.3% | +0.8% | +15.4% | +16.0% |
| 30D | -24.7% | -1.1% | -23.7% | -24.7% |
| 3M | -34.9% | -6.6% | -28.3% | -33.7% |
| 6M | -41.1% | +22.2% | -63.3% | -46.7% |
| YTD | -19.6% | +5.1% | -24.7% | -24.0% |
| 1Y | -18.5% | +2.8% | -21.3% | -22.3% |
| 3Y | +119.1% | +2.4% | +116.8% | +100.1% |
| 5Y | +206.9% | +7.8% | +199.2% | +171.5% |
| 10Y | +826.4% | +87.2% | +739.2% | +565.4% |
| All | +826.4% | +93.7% | +732.7% | +565.4% |
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