+1,347.8%
GPN vs FTI
+2,117.5%
-769.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.9% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +3.8% | +12.3% | -8.5% | +0.8% |
| 3M | +39.2% | +13.8% | +25.4% | +33.9% |
| 6M | +17.9% | +24.3% | -6.4% | +10.4% |
| YTD | +16.4% | +75.8% | -59.4% | -0.3% |
| 1Y | +3.6% | +99.6% | -96.0% | -14.3% |
| 3Y | -26.7% | +278.4% | -305.1% | -49.6% |
| 5Y | -44.8% | +1,168.7% | -1,213.5% | -73.7% |
| 10Y | +24.1% | +297.5% | -273.4% | -31.8% |
| All | +1,347.8% | +2,117.5% | -769.6% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling