+46.6%
GPN vs FE
+126.1%
-79.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.8% |
| 7D | -5.6% | +1.2% | -6.9% | -6.1% |
| 30D | +13.6% | +4.5% | +9.1% | +11.6% |
| 3M | -2.8% | +1.3% | -4.2% | -3.4% |
| 6M | +38.1% | +8.7% | +29.4% | +33.3% |
| YTD | +19.9% | +9.2% | +10.7% | +14.7% |
| 1Y | +23.4% | +7.0% | +16.4% | +18.9% |
| 3Y | -12.6% | +51.4% | -64.0% | -29.2% |
| 5Y | -26.6% | +47.7% | -74.3% | -40.4% |
| All | +46.6% | +126.1% | -79.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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