+15.4%
GPN vs FN
-21.9%
+37.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.1% | -7.9% | -12.1% |
| 7D | -7.1% | +20.8% | -27.9% | -6.6% |
| 30D | +7.7% | -17.3% | +25.0% | +7.5% |
| 3M | -0.1% | -38.1% | +38.0% | -0.4% |
| 6M | +29.4% | -44.2% | +73.6% | +29.4% |
| YTD | +15.1% | -22.3% | +37.4% | +14.2% |
| 1Y | +15.4% | -20.9% | +36.4% | +13.4% |
| All | +15.4% | -21.9% | +37.4% | +13.4% |
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 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