-28.2%
EW vs GPN
-46.4%
+18.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -3.4% | -3.5% | +0.2% | -2.5% |
| 30D | -7.4% | +3.1% | -10.5% | -8.1% |
| 3M | +0.9% | +42.3% | -41.4% | -7.7% |
| 6M | +1.2% | +20.9% | -19.7% | -4.1% |
| YTD | +1.8% | +15.2% | -13.4% | -2.9% |
| 1Y | +10.8% | +5.4% | +5.4% | +7.7% |
| 3Y | +17.1% | -27.4% | +44.5% | +23.9% |
| 5Y | -28.2% | -44.2% | +16.0% | -21.9% |
| All | -28.2% | -46.4% | +18.1% | -21.9% |
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