+81.3%
FN vs GPC
+2.3%
+79.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.6% | -12.7% | -14.2% |
| 7D | -16.0% | +1.7% | -17.7% | -16.0% |
| 30D | -40.1% | -2.3% | -37.8% | -40.0% |
| 3M | -43.9% | -4.5% | -39.4% | -43.8% |
| 6M | -55.6% | +21.6% | -77.2% | -57.0% |
| YTD | -35.7% | +4.0% | -39.7% | -36.9% |
| 1Y | -39.8% | +3.5% | -43.3% | -40.9% |
| All | +81.3% | +2.3% | +79.0% | +59.5% |
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