-10.5%
AA vs GPN
+2,520.1%
-2,530.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +5.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | +3.3% | +3.8% | -0.5% | +0.7% |
| 3M | -29.4% | +39.2% | -68.6% | -41.5% |
| 6M | -12.8% | +17.9% | -30.7% | -22.5% |
| YTD | -2.1% | +16.4% | -18.5% | -13.8% |
| 1Y | +62.8% | +3.6% | +59.1% | +51.6% |
| 3Y | +90.5% | -26.7% | +117.2% | +107.4% |
| 5Y | +19.1% | -44.8% | +63.8% | +45.5% |
| 10Y | +124.8% | +24.1% | +100.6% | +88.6% |
| All | -10.5% | +2,520.1% | -2,530.6% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling