+1.3%
GFS vs GPN
-36.2%
+37.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.8% | -4.3% | +8.2% | +5.7% |
| 30D | -11.7% | 0.0% | -11.7% | -12.0% |
| 3M | -41.8% | +35.8% | -77.6% | -50.3% |
| 6M | +6.6% | +22.0% | -15.4% | -5.1% |
| YTD | +34.6% | +15.2% | +19.4% | +21.1% |
| 1Y | +46.2% | +3.5% | +42.7% | +38.6% |
| 3Y | -20.3% | -26.9% | +6.6% | -12.1% |
| All | +1.3% | -36.2% | +37.6% | +18.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling