+2,625.3%
FN vs GPC
+401.3%
+2,224.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.6% | -12.7% | -13.5% |
| 7D | -16.0% | +1.7% | -17.7% | -16.6% |
| 30D | -40.1% | -2.3% | -37.8% | -39.8% |
| 3M | -43.9% | -4.5% | -39.4% | -43.1% |
| 6M | -55.6% | +21.6% | -77.2% | -61.1% |
| YTD | -35.7% | +4.0% | -39.7% | -40.1% |
| 1Y | -39.8% | +3.5% | -43.3% | -43.9% |
| 3Y | +80.3% | +2.1% | +78.1% | +59.3% |
| 5Y | +143.3% | +5.5% | +137.8% | +107.3% |
| 10Y | +682.3% | +90.7% | +591.5% | +316.9% |
| All | +2,625.3% | +401.3% | +2,224.0% | +551.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling