+46.6%
GPN vs FN
+700.1%
-653.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.3% | +11.5% | +5.4% |
| 7D | -5.6% | +0.3% | -5.9% | -5.9% |
| 30D | +13.6% | -16.5% | +30.1% | +15.6% |
| 3M | -2.8% | -42.1% | +39.3% | +4.1% |
| 6M | +38.1% | -52.9% | +90.9% | +50.9% |
| YTD | +19.9% | -28.0% | +47.9% | +17.0% |
| 1Y | +23.4% | -18.5% | +41.9% | +16.4% |
| 3Y | -12.6% | +93.9% | -106.5% | -38.3% |
| 5Y | -26.6% | +170.5% | -197.1% | -54.8% |
| All | +46.6% | +700.1% | -653.6% | -31.2% |
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 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