+260.7%
B vs GPN
+2,491.4%
-2,230.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -12.0% | +8.9% | -1.7% |
| 7D | -6.2% | -7.1% | +1.0% | -5.5% |
| 30D | -6.6% | +7.7% | -14.3% | -7.7% |
| 3M | -7.9% | -0.1% | -7.8% | -8.2% |
| 6M | -16.8% | +29.4% | -46.2% | -19.8% |
| YTD | -11.7% | +15.1% | -26.8% | -14.0% |
| 1Y | +3.5% | +15.4% | -12.0% | +0.6% |
| 3Y | +165.7% | -16.5% | +182.3% | +165.0% |
| 5Y | +108.4% | -29.6% | +138.0% | +109.3% |
| 10Y | +212.7% | +34.7% | +177.9% | +182.6% |
| All | +260.7% | +2,491.4% | -2,230.7% | +121.2% |
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