-47.0%
GPN vs FFIV
+100.0%
-147.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.5% | -4.2% |
| 7D | -6.2% | +3.5% | -9.7% | -7.5% |
| 30D | +1.0% | -1.3% | +2.3% | +1.2% |
| 3M | +36.9% | +2.4% | +34.5% | +34.3% |
| 6M | +16.8% | +41.8% | -25.0% | -0.7% |
| YTD | +13.2% | +58.5% | -45.3% | -8.6% |
| 1Y | +1.4% | +24.3% | -22.9% | -9.6% |
| 3Y | -28.6% | +152.0% | -180.7% | -53.9% |
| 5Y | -47.0% | +99.1% | -146.1% | -65.0% |
| All | -47.0% | +100.0% | -147.0% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling