+9.7%
FPS vs GPN
+23.7%
-13.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.0% |
| 7D | +1.5% | -4.6% | +6.1% | +1.3% |
| 30D | -16.9% | -0.3% | -16.6% | -16.9% |
| 3M | -45.3% | +35.4% | -80.8% | -47.2% |
| 6M | -10.3% | +21.7% | -32.0% | -13.4% |
| All | +9.7% | +23.7% | -13.9% | +5.9% |
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