+12.7%
EW vs GPN
-27.4%
+40.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.2% | -4.3% | -1.8% | -5.5% |
| 30D | -9.3% | 0.0% | -9.3% | -9.4% |
| 3M | -1.6% | +35.8% | -37.4% | -6.7% |
| 6M | -0.8% | +22.0% | -22.8% | -4.5% |
| YTD | -1.0% | +15.2% | -16.2% | -4.1% |
| 1Y | +8.2% | +3.5% | +4.7% | +6.5% |
| 3Y | +12.7% | -26.9% | +39.6% | +15.1% |
| All | +12.7% | -27.4% | +40.1% | +15.1% |
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 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