+2,487.0%
GPN vs GFI
+2,609.1%
-122.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -4.6% | -4.9% | +0.3% | -4.4% |
| 30D | -0.3% | +10.7% | -11.0% | -0.8% |
| 3M | +35.4% | +25.6% | +9.8% | +33.8% |
| 6M | +21.7% | -8.3% | +29.9% | +21.7% |
| YTD | +14.9% | +6.3% | +8.6% | +13.9% |
| 1Y | +3.2% | +22.1% | -18.9% | +1.4% |
| 3Y | -27.1% | +289.2% | -316.3% | -33.0% |
| 5Y | -44.4% | +531.7% | -576.0% | -50.8% |
| 10Y | +27.0% | +1,043.8% | -1,016.8% | +5.6% |
| All | +2,487.0% | +2,609.1% | -122.1% | +1,646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling