+3,078.0%
FN vs GPC
+409.2%
+2,668.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.7% |
| 7D | -7.0% | +4.1% | -11.1% | -8.8% |
| 30D | -24.7% | +0.1% | -24.8% | -25.3% |
| 3M | -35.7% | -3.9% | -31.8% | -35.0% |
| 6M | -52.4% | +24.4% | -76.8% | -58.8% |
| YTD | -25.0% | +5.7% | -30.6% | -30.7% |
| 1Y | -25.7% | +6.8% | -32.4% | -31.8% |
| 3Y | +110.2% | +3.8% | +106.5% | +84.2% |
| 5Y | +192.3% | +9.2% | +183.1% | +144.3% |
| 10Y | +812.3% | +93.8% | +718.5% | +382.2% |
| All | +3,078.0% | +409.2% | +2,668.8% | +653.7% |
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