+5,681.3%
EW vs GPN
+2,520.1%
+3,161.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.2% | -2.6% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | -3.3% | +3.8% | -7.2% | -4.5% |
| 3M | +1.0% | +39.2% | -38.2% | -8.4% |
| 6M | +6.2% | +17.9% | -11.7% | +0.4% |
| YTD | +1.7% | +16.4% | -14.6% | -4.2% |
| 1Y | +8.1% | +3.6% | +4.5% | +4.7% |
| 3Y | +17.1% | -26.7% | +43.8% | +21.6% |
| 5Y | -29.4% | -44.8% | +15.4% | -22.4% |
| 10Y | +121.7% | +24.1% | +97.6% | +97.2% |
| All | +5,681.3% | +2,520.1% | +3,161.2% | +3,453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling