-44.8%
GPN vs FE
+48.2%
-93.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | +3.8% | -2.1% | +6.0% | +4.4% |
| 3M | +39.2% | +2.6% | +36.5% | +38.1% |
| 6M | +17.9% | -6.8% | +24.7% | +20.0% |
| YTD | +16.4% | +6.9% | +9.5% | +13.0% |
| 1Y | +3.6% | +11.6% | -7.9% | -1.1% |
| 3Y | -26.7% | +47.7% | -74.4% | -39.1% |
| 5Y | -44.8% | +46.2% | -91.0% | -52.9% |
| All | -44.8% | +48.2% | -93.0% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling