-26.5%
GPN vs FGI
-70.0%
+43.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.8% |
| 30D | +18.9% | -3.2% | +22.2% | +18.9% |
| 3M | +13.8% | +64.1% | -50.3% | +11.1% |
| 6M | +42.3% | +17.2% | +25.1% | +39.2% |
| YTD | +27.6% | +31.6% | -4.0% | +24.0% |
| 1Y | +30.3% | +45.1% | -14.8% | +26.0% |
| 3Y | -5.8% | -2.0% | -3.8% | -9.5% |
| All | -26.5% | -70.0% | +43.5% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling