+35.8%
GFS vs GPN
+8.1%
+27.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +1.0% | +0.8% | +0.2% | +1.0% |
| 30D | -8.6% | +5.8% | -14.4% | -8.8% |
| 3M | -46.5% | +37.0% | -83.5% | -48.5% |
| 6M | -4.8% | +20.1% | -25.0% | -7.5% |
| YTD | +29.7% | +20.4% | +9.2% | +28.3% |
| 1Y | +35.8% | +7.4% | +28.4% | +42.6% |
| All | +35.8% | +8.1% | +27.8% | +42.6% |
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