+46.6%
GPN vs FFIV
+118.6%
-72.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +5.3% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | +13.6% | -32.4% | +46.0% | +29.9% |
| 3M | -2.8% | -25.7% | +22.9% | +5.8% |
| 6M | +38.1% | -13.5% | +51.6% | +39.0% |
| YTD | +19.9% | +21.1% | -1.2% | +2.2% |
| 1Y | +23.4% | +29.4% | -6.0% | +1.9% |
| 3Y | -12.6% | +94.9% | -107.5% | -42.4% |
| 5Y | -26.6% | +34.7% | -61.3% | -44.0% |
| All | +46.6% | +118.6% | -72.0% | -17.9% |
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