+216.0%
C vs GPN
-12.5%
+228.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.2% |
| 7D | +4.2% | -5.6% | +9.8% | +5.5% |
| 30D | +2.0% | +13.6% | -11.6% | -2.8% |
| 3M | -10.1% | -2.8% | -7.3% | -10.1% |
| 6M | +1.0% | +38.1% | -37.1% | -11.3% |
| YTD | +8.5% | +19.9% | -11.4% | -0.6% |
| 1Y | +25.7% | +23.4% | +2.3% | +13.9% |
| 3Y | +216.0% | -12.6% | +228.6% | +213.5% |
| All | +216.0% | -12.5% | +228.5% | +213.5% |
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