-26.9%
GPN vs FTI
+264.2%
-291.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.6% | +2.3% |
| 7D | -3.5% | -5.6% | +2.1% | -2.4% |
| 30D | +3.1% | +0.4% | +2.7% | +3.0% |
| 3M | +42.3% | +8.1% | +34.2% | +39.2% |
| 6M | +20.9% | +16.7% | +4.2% | +15.3% |
| YTD | +15.2% | +70.0% | -54.7% | -0.5% |
| 1Y | +5.4% | +85.4% | -80.0% | -11.4% |
| All | -26.9% | +264.2% | -291.1% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling