+326.6%
B vs GPN
+2,611.5%
-2,285.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +9.4% | +5.8% | +3.6% | +8.7% |
| 3M | +5.0% | +37.0% | -32.0% | +0.9% |
| 6M | -3.5% | +20.1% | -23.7% | -6.0% |
| YTD | +4.5% | +20.4% | -16.0% | +1.5% |
| 1Y | +67.8% | +7.4% | +60.4% | +64.9% |
| 3Y | +196.7% | -26.1% | +222.8% | +201.2% |
| 5Y | +151.9% | -38.5% | +190.4% | +157.3% |
| 10Y | +202.2% | +28.4% | +173.8% | +175.8% |
| All | +326.6% | +2,611.5% | -2,285.0% | +161.2% |
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