+470.2%
EXC vs GPN
+2,611.5%
-2,141.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | -3.7% | +5.8% | -9.5% | -5.0% |
| 3M | -1.3% | +37.0% | -38.3% | -8.2% |
| 6M | -9.7% | +20.1% | -29.9% | -14.1% |
| YTD | +2.9% | +20.4% | -17.5% | -2.9% |
| 1Y | +4.4% | +7.4% | -3.0% | +0.7% |
| 3Y | +22.2% | -26.1% | +48.3% | +25.3% |
| 5Y | +46.7% | -38.5% | +85.2% | +52.7% |
| 10Y | +155.3% | +28.4% | +127.0% | +127.5% |
| All | +470.2% | +2,611.5% | -2,141.3% | +267.6% |
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