+25.7%
GPN vs FFIV
+238.2%
-212.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.4% |
| 7D | -3.5% | +1.6% | -5.1% | -4.3% |
| 30D | +3.1% | -3.7% | +6.9% | +4.4% |
| 3M | +42.3% | +2.0% | +40.3% | +39.5% |
| 6M | +20.9% | +39.3% | -18.4% | +2.2% |
| YTD | +15.2% | +56.1% | -40.9% | -8.0% |
| 1Y | +5.4% | +22.0% | -16.5% | -6.3% |
| 3Y | -27.4% | +148.2% | -175.6% | -54.7% |
| 5Y | -44.2% | +96.3% | -140.5% | -62.5% |
| All | +25.7% | +238.2% | -212.4% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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