+196.6%
B vs GPN
-28.6%
+225.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.4% |
| 7D | +1.0% | -6.2% | +7.3% | +1.8% |
| 30D | +9.5% | +1.0% | +8.5% | +9.3% |
| 3M | +14.3% | +36.9% | -22.6% | +9.8% |
| 6M | -1.9% | +16.8% | -18.7% | -4.2% |
| YTD | +4.1% | +13.2% | -9.1% | +1.7% |
| 1Y | +56.1% | +1.4% | +54.7% | +54.2% |
| All | +196.6% | -28.6% | +225.2% | +214.4% |
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 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