+201.4%
B vs GPN
+28.2%
+173.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -2.4% | -4.6% | +2.2% | -1.8% |
| 30D | +6.3% | -0.3% | +6.6% | +6.3% |
| 3M | +12.1% | +35.4% | -23.3% | +7.6% |
| 6M | -3.1% | +21.7% | -24.8% | -5.9% |
| YTD | +2.0% | +14.9% | -12.9% | -0.6% |
| 1Y | +51.7% | +3.2% | +48.5% | +49.6% |
| 3Y | +190.5% | -27.1% | +217.6% | +196.1% |
| 5Y | +158.0% | -44.4% | +202.3% | +166.5% |
| All | +201.4% | +28.2% | +173.2% | +156.8% |
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