+74.2%
AA vs GPN
-27.4%
+101.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.5% | -5.4% |
| 7D | -5.4% | -3.5% | -1.9% | -4.2% |
| 30D | -10.7% | +3.1% | -13.8% | -12.3% |
| 3M | -26.2% | +42.3% | -68.5% | -37.5% |
| 6M | -20.9% | +20.9% | -41.8% | -28.7% |
| YTD | -8.6% | +15.2% | -23.9% | -16.5% |
| 1Y | +57.4% | +5.4% | +51.9% | +50.7% |
| All | +74.2% | -27.4% | +101.6% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling