-0.8%
GFS vs GPN
-37.3%
+36.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +3.0% |
| 7D | +4.5% | -6.2% | +10.7% | +7.2% |
| 30D | -8.2% | +1.0% | -9.2% | -8.9% |
| 3M | -38.9% | +36.9% | -75.8% | -48.1% |
| 6M | -2.9% | +16.8% | -19.7% | -11.8% |
| YTD | +31.8% | +13.2% | +18.5% | +19.4% |
| 1Y | +43.1% | +1.4% | +41.7% | +36.9% |
| 3Y | -20.6% | -28.6% | +8.0% | -11.6% |
| All | -0.8% | -37.3% | +36.5% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling