-43.8%
GPN vs FLR
+238.1%
-281.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -4.6% | -3.5% | -1.1% | -3.9% |
| 30D | -0.3% | +4.2% | -4.4% | -1.4% |
| 3M | +35.4% | +8.1% | +27.4% | +31.2% |
| 6M | +21.7% | +21.5% | +0.1% | +13.1% |
| YTD | +14.9% | +36.8% | -21.9% | +3.4% |
| 1Y | +3.2% | +31.2% | -28.0% | -6.6% |
| 3Y | -27.1% | +53.9% | -81.0% | -40.5% |
| All | -43.8% | +238.1% | -281.9% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling