+117.8%
EW vs GPN
+28.2%
+89.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -6.2% | -4.6% | -1.6% | -4.6% |
| 30D | -9.3% | -0.3% | -9.1% | -9.4% |
| 3M | -1.6% | +35.4% | -37.1% | -12.5% |
| 6M | -0.8% | +21.7% | -22.5% | -8.9% |
| YTD | -1.0% | +14.9% | -15.9% | -8.2% |
| 1Y | +8.2% | +3.2% | +5.0% | +3.9% |
| 3Y | +12.7% | -27.1% | +39.8% | +19.5% |
| 5Y | -30.2% | -44.4% | +14.2% | -19.4% |
| All | +117.8% | +28.2% | +89.6% | +59.6% |
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