+0.7%
FPS vs GPN
+24.0%
-23.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.8% | -7.5% | -5.7% |
| 7D | -4.6% | -3.5% | -1.1% | -4.7% |
| 30D | -22.6% | +3.1% | -25.7% | -22.6% |
| 3M | -45.1% | +42.3% | -87.4% | -47.5% |
| 6M | -17.8% | +20.9% | -38.7% | -20.7% |
| All | +0.7% | +24.0% | -23.3% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling