+188.2%
GPN vs USFR
+27.6%
+160.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | +1.0% | +0.3% | +0.8% | +1.0% |
| 3M | +36.9% | +1.0% | +35.9% | +36.7% |
| 6M | +16.8% | +1.9% | +14.8% | +16.5% |
| YTD | +13.2% | +2.7% | +10.6% | +12.8% |
| 1Y | +1.4% | +4.0% | -2.5% | +0.9% |
| 3Y | -28.6% | +14.0% | -42.7% | -30.1% |
| 5Y | -47.0% | +20.4% | -67.4% | -48.7% |
| 10Y | +25.2% | +28.0% | -2.8% | +20.2% |
| All | +188.2% | +27.6% | +160.6% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling