+117.0%
AA vs GPN
+28.2%
+88.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -3.4% | -4.6% | +1.2% | -1.0% |
| 30D | -5.8% | -0.3% | -5.5% | -6.3% |
| 3M | -29.9% | +35.4% | -65.3% | -43.0% |
| 6M | -27.0% | +21.7% | -48.7% | -37.6% |
| YTD | -8.7% | +14.9% | -23.6% | -20.9% |
| 1Y | +50.6% | +3.2% | +47.4% | +38.9% |
| 3Y | +74.1% | -27.1% | +101.2% | +93.9% |
| 5Y | +2.6% | -44.4% | +47.0% | +31.1% |
| All | +117.0% | +28.2% | +88.8% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling