-38.7%
GPN vs FN
+289.0%
-327.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.0% |
| 30D | +5.8% | -22.0% | +27.8% | +8.2% |
| 3M | +37.0% | -43.0% | +80.0% | +44.8% |
| 6M | +20.1% | -27.7% | +47.9% | +21.2% |
| YTD | +20.4% | -10.5% | +30.9% | +16.5% |
| 1Y | +7.4% | +12.5% | -5.1% | -0.8% |
| 3Y | -26.1% | +153.8% | -179.9% | -45.3% |
| All | -38.7% | +289.0% | -327.8% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling