+25.3%
GPN vs USFR
+28.1%
-2.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -0.3% | +0.4% | -0.6% | -0.3% |
| 3M | +35.4% | +1.0% | +34.4% | +35.2% |
| 6M | +21.7% | +2.0% | +19.7% | +21.2% |
| YTD | +14.9% | +2.8% | +12.1% | +14.3% |
| 1Y | +3.2% | +4.1% | -0.9% | +2.4% |
| 3Y | -27.1% | +14.1% | -41.3% | -29.6% |
| 5Y | -44.4% | +20.6% | -64.9% | -47.6% |
| All | +25.3% | +28.1% | -2.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling