+2,611.5%
GPN vs FDS
+1,591.0%
+1,020.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +2.2% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | +5.8% | +9.0% | -3.2% | +2.0% |
| 3M | +37.0% | +18.9% | +18.1% | +26.7% |
| 6M | +20.1% | +35.1% | -15.0% | +4.4% |
| YTD | +20.4% | +5.5% | +14.9% | +14.8% |
| 1Y | +7.4% | -16.8% | +24.2% | +11.8% |
| 3Y | -26.1% | -28.1% | +1.9% | -18.6% |
| 5Y | -38.5% | -17.4% | -21.1% | -36.3% |
| 10Y | +28.4% | +85.4% | -57.1% | -2.6% |
| All | +2,611.5% | +1,591.0% | +1,020.5% | +838.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling