+28.2%
GPN vs FTV
+87.0%
-58.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -1.9% |
| 7D | -6.2% | -1.3% | -5.0% | -5.4% |
| 30D | +1.0% | -9.5% | +10.5% | +7.9% |
| 3M | +36.9% | -10.9% | +47.8% | +47.2% |
| 6M | +16.8% | -0.6% | +17.4% | +16.2% |
| YTD | +13.2% | +1.4% | +11.8% | +10.7% |
| 1Y | +1.4% | +17.6% | -16.2% | -10.6% |
| 3Y | -28.6% | -3.3% | -25.4% | -29.4% |
| 5Y | -47.0% | -0.1% | -46.8% | -49.7% |
| 10Y | +25.2% | +82.5% | -57.3% | -20.4% |
| All | +28.2% | +87.0% | -58.7% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling