+118.1%
FN vs GPC
+0.5%
+117.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.6% | +5.9% |
| 7D | +8.0% | -2.1% | +10.1% | +8.1% |
| 30D | -19.1% | -4.5% | -14.6% | -19.0% |
| 3M | -29.8% | -7.7% | -22.1% | -29.5% |
| 6M | -43.2% | +24.3% | -67.5% | -45.2% |
| YTD | -18.9% | +3.5% | -22.4% | -20.5% |
| 1Y | -17.9% | +0.7% | -18.6% | -18.9% |
| All | +118.1% | +0.5% | +117.6% | +96.2% |
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