+25.7%
GPN vs FE
+114.8%
-89.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -3.5% | -1.7% | -1.8% | -2.8% |
| 30D | +3.1% | -1.3% | +4.4% | +3.6% |
| 3M | +42.3% | +0.6% | +41.7% | +41.8% |
| 6M | +20.9% | -6.8% | +27.7% | +23.9% |
| YTD | +15.2% | +6.4% | +8.8% | +11.4% |
| 1Y | +5.4% | +11.3% | -5.8% | -0.2% |
| 3Y | -27.4% | +47.1% | -74.5% | -40.5% |
| 5Y | -44.2% | +50.4% | -94.6% | -55.1% |
| All | +25.7% | +114.8% | -89.1% | -2.7% |
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