+291.5%
C vs GPN
+28.6%
+263.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | +0.3% | -3.5% | +3.8% | +2.0% |
| 30D | +2.0% | +3.1% | -1.1% | +0.1% |
| 3M | +4.4% | +42.3% | -37.9% | -14.0% |
| 6M | +28.3% | +20.9% | +7.5% | +13.9% |
| YTD | +20.5% | +15.2% | +5.3% | +8.3% |
| 1Y | +45.5% | +5.4% | +40.1% | +36.2% |
| 3Y | +274.0% | -27.4% | +301.4% | +311.2% |
| 5Y | +136.1% | -44.2% | +180.3% | +188.7% |
| All | +291.5% | +28.6% | +263.0% | +297.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling