+25.3%
GPN vs FLR
+19.7%
+5.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -4.6% | -3.5% | -1.1% | -4.1% |
| 30D | -0.3% | +4.2% | -4.4% | -1.0% |
| 3M | +35.4% | +8.1% | +27.4% | +32.5% |
| 6M | +21.7% | +21.5% | +0.1% | +16.0% |
| YTD | +14.9% | +36.8% | -21.9% | +7.2% |
| 1Y | +3.2% | +31.2% | -28.0% | -3.3% |
| 3Y | -27.1% | +53.9% | -81.0% | -35.0% |
| 5Y | -44.4% | +243.0% | -287.4% | -56.4% |
| All | +25.3% | +19.7% | +5.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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