-32.9%
GPN vs FGI
-69.8%
+36.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.4% |
| 7D | -0.7% | +5.2% | -5.9% | -0.8% |
| 30D | +3.8% | +65.2% | -61.4% | +1.5% |
| 3M | +39.2% | +30.2% | +9.0% | +36.3% |
| 6M | +17.9% | +87.8% | -69.9% | +14.1% |
| YTD | +16.4% | +32.5% | -16.1% | +13.2% |
| 1Y | +3.6% | +93.6% | -90.0% | -1.1% |
| 3Y | -26.7% | -2.6% | -24.1% | -29.5% |
| All | -32.9% | -69.8% | +36.9% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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