+21.7%
GPN vs GFI
+6.9%
+14.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.3% | -8.3% | -2.1% |
| 7D | +15.0% | +1.4% | +13.6% | +15.0% |
| 30D | +16.9% | +3.0% | +14.0% | +16.8% |
| 3M | +9.2% | +10.2% | -1.0% | +8.4% |
| 6M | +34.7% | -10.1% | +44.8% | +34.4% |
| YTD | +25.4% | -11.4% | +36.8% | +24.4% |
| 1Y | +21.7% | +8.4% | +13.3% | +20.0% |
| All | +21.7% | +6.9% | +14.8% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling