+5.4%
GPN vs FFIV
+22.0%
-16.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.1% |
| 7D | -3.5% | +1.6% | -5.1% | -3.9% |
| 30D | +3.1% | -3.7% | +6.9% | +4.0% |
| 3M | +42.3% | +2.0% | +40.3% | +40.1% |
| 6M | +20.9% | +39.3% | -18.4% | +6.3% |
| YTD | +15.2% | +56.1% | -40.9% | -2.4% |
| 1Y | +5.4% | +22.0% | -16.5% | -2.3% |
| All | +5.4% | +22.0% | -16.6% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling