+906.2%
FN vs GPC
+80.7%
+825.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | -22.0% | +6.0% | -28.0% | -23.6% |
| 3M | -43.0% | +42.6% | -85.6% | -51.1% |
| 6M | -27.7% | +22.8% | -50.5% | -34.3% |
| YTD | -10.5% | +15.5% | -26.0% | -17.8% |
| 1Y | +12.5% | +2.0% | +10.4% | +8.6% |
| 3Y | +153.8% | -1.4% | +155.2% | +138.9% |
| 5Y | +288.0% | +30.6% | +257.4% | +219.3% |
| All | +906.2% | +80.7% | +825.4% | +630.8% |
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