+106.9%
B vs GPN
-30.3%
+137.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -12.0% | +8.9% | -1.6% |
| 7D | -6.2% | -7.1% | +1.0% | -5.4% |
| 30D | -6.6% | +7.7% | -14.3% | -7.9% |
| 3M | -7.9% | -0.1% | -7.8% | -8.2% |
| 6M | -16.8% | +29.4% | -46.2% | -20.3% |
| YTD | -11.7% | +15.1% | -26.8% | -14.5% |
| 1Y | +3.5% | +15.4% | -12.0% | +0.1% |
| 3Y | +165.7% | -16.5% | +182.3% | +165.8% |
| All | +106.9% | -30.3% | +137.2% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling