+2,611.5%
GPN vs FE
+449.5%
+2,162.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.8% | +1.9% | -1.2% | +0.1% |
| 30D | +5.8% | -1.2% | +6.9% | +6.1% |
| 3M | +37.0% | +3.5% | +33.5% | +35.2% |
| 6M | +20.1% | -6.1% | +26.2% | +22.4% |
| YTD | +20.4% | +7.6% | +12.8% | +16.6% |
| 1Y | +7.4% | +11.9% | -4.5% | +2.4% |
| 3Y | -26.1% | +48.4% | -74.6% | -37.3% |
| 5Y | -38.5% | +44.8% | -83.3% | -47.6% |
| 10Y | +28.4% | +115.9% | -87.5% | -6.0% |
| All | +2,611.5% | +449.5% | +2,162.0% | +1,339.8% |
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 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