-24.6%
GPN vs FN
+166.1%
-190.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | +0.8% | -1.7% | +2.5% | +0.9% |
| 30D | +5.8% | -22.0% | +27.8% | +7.4% |
| 3M | +37.0% | -43.0% | +80.0% | +42.7% |
| 6M | +20.1% | -27.7% | +47.9% | +20.7% |
| YTD | +20.4% | -10.5% | +30.9% | +17.1% |
| 1Y | +7.4% | +12.5% | -5.1% | +0.4% |
| All | -24.6% | +166.1% | -190.7% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling