+3.4%
EXC vs GPN
+5.1%
-1.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | -1.6% | -3.5% | +1.9% | -1.7% |
| 30D | -2.4% | +3.1% | -5.5% | -2.3% |
| 3M | -4.0% | +42.3% | -46.3% | -2.1% |
| 6M | -9.8% | +20.9% | -30.7% | -9.1% |
| YTD | +2.3% | +15.2% | -12.9% | +3.6% |
| All | +3.4% | +5.1% | -1.7% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling