+25.3%
GPN vs FTI
+305.3%
-279.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.6% | -4.4% | -0.2% | -3.6% |
| 30D | -0.3% | +1.5% | -1.8% | -0.7% |
| 3M | +35.4% | +8.2% | +27.2% | +32.2% |
| 6M | +21.7% | +18.8% | +2.8% | +15.7% |
| YTD | +14.9% | +71.7% | -56.8% | 0.0% |
| 1Y | +3.2% | +90.0% | -86.9% | -12.6% |
| 3Y | -27.1% | +270.5% | -297.6% | -48.4% |
| 5Y | -44.4% | +1,084.5% | -1,128.9% | -71.6% |
| All | +25.3% | +305.3% | -279.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling