+136.1%
C vs GPN
-46.4%
+182.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | +0.3% | -3.5% | +3.8% | +1.5% |
| 30D | +2.0% | +3.1% | -1.1% | +0.6% |
| 3M | +4.4% | +42.3% | -37.9% | -9.8% |
| 6M | +28.3% | +20.9% | +7.5% | +17.5% |
| YTD | +20.5% | +15.2% | +5.3% | +11.6% |
| 1Y | +45.5% | +5.4% | +40.1% | +39.1% |
| 3Y | +274.0% | -27.4% | +301.4% | +307.2% |
| 5Y | +136.1% | -44.2% | +180.3% | +176.1% |
| All | +136.1% | -46.4% | +182.5% | +176.1% |
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