-52.4%
FN vs GPC
+23.7%
-76.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -5.1% |
| 7D | -7.0% | +4.1% | -11.1% | -4.9% |
| 30D | -24.7% | +0.1% | -24.8% | -24.1% |
| 3M | -35.7% | -3.9% | -31.8% | -36.3% |
| 6M | -52.4% | +24.4% | -76.8% | -45.2% |
| All | -52.4% | +23.7% | -76.1% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling