+50.6%
AA vs GPN
+4.8%
+45.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -3.4% | -4.6% | +1.2% | -3.2% |
| 30D | -5.8% | -0.3% | -5.5% | -5.9% |
| 3M | -29.9% | +35.4% | -65.3% | -33.1% |
| 6M | -27.0% | +21.7% | -48.7% | -28.9% |
| YTD | -8.7% | +14.9% | -23.6% | -8.5% |
| 1Y | +50.6% | +3.2% | +47.4% | +61.8% |
| All | +50.6% | +4.8% | +45.8% | +61.8% |
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 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