+439.7%
GPN vs FN
+2,887.5%
-2,447.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.7% | -9.1% | +0.8% |
| 7D | +0.6% | 0.0% | +0.6% | +0.1% |
| 30D | +20.1% | -34.3% | +54.4% | +27.0% |
| 3M | +11.4% | -39.9% | +51.2% | +18.3% |
| 6M | +40.8% | -51.8% | +92.6% | +52.3% |
| YTD | +27.1% | -28.1% | +55.2% | +25.4% |
| 1Y | +29.2% | -29.1% | +58.3% | +27.0% |
| 3Y | -9.4% | +102.4% | -111.8% | -31.4% |
| 5Y | -25.1% | +171.7% | -196.8% | -48.0% |
| 10Y | +46.1% | +773.5% | -727.4% | -20.4% |
| All | +439.7% | +2,887.5% | -2,447.8% | +147.3% |
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 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