+25.7%
GPN vs FDS
+66.9%
-41.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.8% | +7.6% | +4.7% |
| 7D | -3.5% | -16.0% | +12.5% | +5.3% |
| 30D | +3.1% | -6.7% | +9.9% | +6.4% |
| 3M | +42.3% | +6.0% | +36.3% | +36.0% |
| 6M | +20.9% | +25.1% | -4.2% | +3.8% |
| YTD | +15.2% | -8.1% | +23.4% | +16.6% |
| 1Y | +5.4% | -26.0% | +31.5% | +19.4% |
| 3Y | -27.4% | -36.4% | +9.0% | -10.9% |
| 5Y | -44.2% | -27.7% | -16.5% | -37.8% |
| All | +25.7% | +66.9% | -41.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling