-44.2%
GPN vs FTV
-3.0%
-41.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +3.3% |
| 7D | -3.5% | -5.2% | +1.7% | -0.2% |
| 30D | +3.1% | -11.5% | +14.6% | +11.5% |
| 3M | +42.3% | -9.0% | +51.3% | +50.5% |
| 6M | +20.9% | -2.0% | +22.9% | +21.1% |
| YTD | +15.2% | -0.9% | +16.2% | +14.2% |
| 1Y | +5.4% | +14.8% | -9.4% | -5.6% |
| 3Y | -27.4% | -5.5% | -21.9% | -27.6% |
| 5Y | -44.2% | -1.9% | -42.3% | -51.5% |
| All | -44.2% | -3.0% | -41.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling