+53.1%
GPN vs FN
+850.1%
-796.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.9% | -7.2% | -2.3% |
| 7D | +4.3% | +8.0% | -3.7% | +2.6% |
| 30D | +22.1% | -19.1% | +41.3% | +25.0% |
| 3M | +17.1% | -29.8% | +46.9% | +21.5% |
| 6M | +46.7% | -43.2% | +89.9% | +55.0% |
| YTD | +30.8% | -18.9% | +49.7% | +25.3% |
| 1Y | +31.5% | -17.9% | +49.3% | +24.7% |
| 3Y | -5.1% | +120.1% | -125.3% | -34.4% |
| 5Y | -18.1% | +206.7% | -224.8% | -50.5% |
| 10Y | +53.1% | +804.7% | -751.5% | -29.9% |
| All | +53.1% | +850.1% | -796.9% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling