-26.7%
GPN vs FDS
-23.2%
-3.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -5.6% | +1.5% | -7.1% | -6.2% |
| 30D | +13.6% | +14.8% | -1.2% | +6.8% |
| 3M | -2.8% | +16.3% | -19.1% | -9.8% |
| 6M | +38.1% | +66.2% | -28.2% | +6.9% |
| YTD | +19.9% | +16.2% | +3.7% | +10.4% |
| 1Y | +23.4% | +21.8% | +1.6% | +10.0% |
| 3Y | -12.6% | -23.9% | +11.2% | +1.0% |
| All | -26.7% | -23.2% | -3.5% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling