+8.1%
FPS vs GPN
+29.6%
-21.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.5% |
| 7D | +3.1% | +0.8% | +2.3% | +3.1% |
| 30D | -18.6% | +5.8% | -24.3% | -18.4% |
| 3M | -51.5% | +37.0% | -88.5% | -52.9% |
| 6M | -8.5% | +20.1% | -28.7% | -11.9% |
| All | +8.1% | +29.6% | -21.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling