+40.8%
GPN vs FN
-52.0%
+92.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.7% | -9.1% | +3.6% |
| 7D | +0.6% | 0.0% | +0.6% | +0.8% |
| 30D | +20.1% | -34.3% | +54.4% | +16.2% |
| 3M | +11.4% | -39.9% | +51.2% | +7.9% |
| 6M | +40.8% | -51.8% | +92.6% | +35.7% |
| All | +40.8% | -52.0% | +92.8% | +35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling