+155.8%
EXC vs GPN
+28.2%
+127.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.1% | -4.6% | +3.5% | 0.0% |
| 30D | -3.6% | -0.3% | -3.4% | -3.7% |
| 3M | -4.3% | +35.4% | -39.7% | -11.9% |
| 6M | -9.9% | +21.7% | -31.6% | -15.4% |
| YTD | +1.8% | +14.9% | -13.1% | -3.8% |
| 1Y | +2.9% | +3.2% | -0.3% | -0.2% |
| 3Y | +19.1% | -27.1% | +46.3% | +24.5% |
| 5Y | +44.8% | -44.4% | +89.2% | +61.5% |
| All | +155.8% | +28.2% | +127.7% | +140.3% |
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