-26.2%
GPN vs FDS
-30.3%
+4.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -1.7% |
| 7D | -0.7% | -5.4% | +4.7% | +1.4% |
| 30D | +3.8% | +1.6% | +2.2% | +3.0% |
| 3M | +39.2% | +17.7% | +21.4% | +29.6% |
| 6M | +17.9% | +29.1% | -11.2% | +4.8% |
| YTD | +16.4% | +1.0% | +15.4% | +16.1% |
| 1Y | +3.6% | -21.6% | +25.3% | +18.3% |
| All | -26.2% | -30.3% | +4.1% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling