+21.7%
GPN vs FN
-25.7%
+47.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.0% | -2.2% |
| 7D | +15.0% | -7.0% | +22.0% | +15.0% |
| 30D | +16.9% | -24.7% | +41.6% | +16.5% |
| 3M | +9.2% | -35.7% | +44.9% | +8.8% |
| 6M | +34.7% | -52.4% | +87.1% | +35.5% |
| YTD | +25.4% | -25.0% | +50.3% | +24.1% |
| 1Y | +21.7% | -25.7% | +47.4% | +20.2% |
| All | +21.7% | -25.7% | +47.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling