+2,845.2%
GPN vs FE
+452.2%
+2,393.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +4.3% | -0.4% | +4.7% | +4.4% |
| 30D | +22.1% | +3.6% | +18.5% | +20.7% |
| 3M | +17.1% | +0.3% | +16.7% | +16.9% |
| 6M | +46.7% | +6.4% | +40.3% | +43.4% |
| YTD | +30.8% | +8.1% | +22.7% | +26.4% |
| 1Y | +31.5% | +4.6% | +26.9% | +28.5% |
| 3Y | -5.1% | +49.1% | -54.3% | -19.5% |
| 5Y | -18.1% | +46.1% | -64.2% | -30.4% |
| 10Y | +53.1% | +122.7% | -69.6% | +11.1% |
| All | +2,845.2% | +452.2% | +2,393.0% | +1,461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling