+46.4%
GPN vs FN
+815.5%
-769.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.9% | -11.5% | -1.5% |
| 7D | -1.9% | +16.3% | -18.1% | -4.8% |
| 30D | +18.9% | -24.7% | +43.7% | +23.3% |
| 3M | +13.8% | -34.9% | +48.8% | +19.8% |
| 6M | +42.3% | -41.1% | +83.3% | +49.3% |
| YTD | +27.6% | -19.6% | +47.2% | +22.5% |
| 1Y | +30.3% | -18.5% | +48.8% | +23.8% |
| 3Y | -5.8% | +119.1% | -124.9% | -34.7% |
| 5Y | -22.6% | +206.9% | -229.6% | -53.2% |
| All | +46.4% | +815.5% | -769.2% | -33.5% |
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