+411.3%
GPN vs FN
+3,620.5%
-3,209.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | +0.8% | -1.7% | +2.5% | +1.0% |
| 30D | +5.8% | -22.0% | +27.8% | +9.4% |
| 3M | +37.0% | -43.0% | +80.0% | +47.5% |
| 6M | +20.1% | -27.7% | +47.9% | +22.0% |
| YTD | +20.4% | -10.5% | +30.9% | +16.5% |
| 1Y | +7.4% | +12.5% | -5.1% | -1.3% |
| 3Y | -26.1% | +153.8% | -179.9% | -45.3% |
| 5Y | -38.5% | +288.0% | -326.5% | -59.4% |
| 10Y | +28.4% | +906.4% | -878.0% | -30.6% |
| All | +411.3% | +3,620.5% | -3,209.2% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling