+46.6%
GPN vs FDS
+127.7%
-81.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -5.6% | +1.5% | -7.1% | -6.3% |
| 30D | +13.6% | +14.8% | -1.2% | +5.7% |
| 3M | -2.8% | +16.3% | -19.1% | -10.9% |
| 6M | +38.1% | +66.2% | -28.2% | +2.8% |
| YTD | +19.9% | +16.2% | +3.7% | +7.0% |
| 1Y | +23.4% | +21.8% | +1.6% | +6.5% |
| 3Y | -12.6% | -23.9% | +11.2% | -2.0% |
| 5Y | -26.6% | -23.1% | -3.5% | -19.6% |
| All | +46.6% | +127.7% | -81.1% | -12.7% |
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