+15.5%
GPN vs FND
+58.4%
-42.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +3.8% | -23.6% | +27.4% | +12.0% |
| 3M | +39.2% | +4.3% | +34.8% | +36.1% |
| 6M | +17.9% | -20.3% | +38.2% | +24.1% |
| YTD | +16.4% | -21.3% | +37.7% | +22.3% |
| 1Y | +3.6% | -45.4% | +49.0% | +20.7% |
| 3Y | -26.7% | -48.9% | +22.2% | -16.2% |
| 5Y | -44.8% | -61.0% | +16.2% | -35.5% |
| All | +15.5% | +58.4% | -42.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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