-10.3%
GFS vs GPN
-33.6%
+23.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -4.2% |
| 7D | +7.4% | -5.6% | +13.0% | +9.1% |
| 30D | -15.3% | +13.6% | -28.9% | -20.6% |
| 3M | -21.1% | -2.8% | -18.3% | -21.6% |
| 6M | -44.5% | +38.1% | -82.5% | -53.7% |
| YTD | +19.2% | +19.9% | -0.7% | +3.8% |
| 1Y | +27.2% | +23.4% | +3.8% | +8.9% |
| 3Y | -20.1% | -12.6% | -7.5% | -20.7% |
| 5Y | -25.6% | -26.6% | +1.0% | -17.0% |
| All | -10.3% | -33.6% | +23.4% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling