-23.9%
GPN vs FN
+170.4%
-194.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.7% | -9.1% | +1.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.3% |
| 30D | +20.1% | -34.3% | +54.4% | +25.0% |
| 3M | +11.4% | -39.9% | +51.2% | +16.3% |
| 6M | +40.8% | -51.8% | +92.6% | +49.5% |
| YTD | +27.1% | -28.1% | +55.2% | +24.4% |
| 1Y | +29.2% | -29.1% | +58.3% | +26.0% |
| 3Y | -9.4% | +102.4% | -111.8% | -33.8% |
| All | -23.9% | +170.4% | -194.3% | -53.7% |
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