+167.3%
B vs GPN
-16.0%
+183.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -12.0% | +8.9% | -2.0% |
| 7D | -6.2% | -7.1% | +1.0% | -5.6% |
| 30D | -6.6% | +7.7% | -14.3% | -7.6% |
| 3M | -7.9% | -0.1% | -7.8% | -8.1% |
| 6M | -16.8% | +29.4% | -46.2% | -19.7% |
| YTD | -11.7% | +15.1% | -26.8% | -14.0% |
| 1Y | +3.5% | +15.4% | -12.0% | +0.7% |
| All | +167.3% | -16.0% | +183.3% | +162.6% |
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