-26.9%
GPN vs GFI
+287.6%
-314.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -4.3% | -4.9% | +0.5% | -4.3% |
| 30D | 0.0% | +10.7% | -10.7% | -0.1% |
| 3M | +35.8% | +25.6% | +10.2% | +35.5% |
| 6M | +22.0% | -8.3% | +30.3% | +21.5% |
| YTD | +15.2% | +6.3% | +8.9% | +14.9% |
| 1Y | +3.5% | +22.1% | -18.6% | +3.2% |
| 3Y | -26.9% | +289.2% | -316.1% | -29.8% |
| All | -26.9% | +287.6% | -314.6% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling