-26.7%
GPN vs FE
+48.5%
-75.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | +3.8% | -2.1% | +6.0% | +4.0% |
| 3M | +39.2% | +2.6% | +36.5% | +38.9% |
| 6M | +17.9% | -6.8% | +24.7% | +18.4% |
| YTD | +16.4% | +6.9% | +9.5% | +14.7% |
| 1Y | +3.6% | +11.6% | -7.9% | +1.3% |
| 3Y | -26.7% | +47.7% | -74.4% | -34.8% |
| All | -26.7% | +48.5% | -75.1% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling