+24.1%
GPN vs FN
+882.3%
-858.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.8% |
| 7D | -0.7% | +3.5% | -4.3% | -1.3% |
| 30D | +3.8% | -26.0% | +29.8% | +8.7% |
| 3M | +39.2% | -33.3% | +72.4% | +46.7% |
| 6M | +17.9% | -14.9% | +32.8% | +15.7% |
| YTD | +16.4% | -8.6% | +24.9% | +11.0% |
| 1Y | +3.6% | +12.3% | -8.7% | -6.6% |
| 3Y | -26.7% | +174.4% | -201.1% | -51.0% |
| 5Y | -44.8% | +296.4% | -341.2% | -68.3% |
| 10Y | +24.1% | +890.0% | -865.9% | -44.4% |
| All | +24.1% | +882.3% | -858.2% | -44.4% |
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