+16.0%
AA vs GPN
+20.6%
-4.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +2.8% |
| 7D | +0.9% | +15.0% | -14.1% | +0.9% |
| 30D | -6.4% | +16.9% | -23.4% | -6.5% |
| 3M | -13.0% | +9.2% | -22.1% | -13.1% |
| 6M | -34.6% | +34.7% | -69.4% | -36.0% |
| YTD | -23.0% | +25.4% | -48.4% | -21.7% |
| 1Y | +16.0% | +21.7% | -5.8% | +19.0% |
| All | +16.0% | +20.6% | -4.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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