+160.3%
FN vs GPC
-1.1%
+161.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | -22.0% | +5.1% | -27.1% | -22.3% |
| 3M | -43.0% | +41.5% | -84.5% | -46.1% |
| 6M | -27.7% | +21.8% | -49.6% | -30.0% |
| YTD | -10.5% | +14.6% | -25.1% | -13.1% |
| 1Y | +12.5% | +1.3% | +11.2% | +12.1% |
| All | +160.3% | -1.1% | +161.4% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling