+504.3%
EXC vs GPN
+2,600.4%
-2,096.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.5% |
| 7D | +1.4% | -5.6% | +7.0% | +2.4% |
| 30D | +8.6% | +13.6% | -5.0% | +5.1% |
| 3M | +2.4% | -2.8% | +5.2% | +2.3% |
| 6M | +6.5% | +38.1% | -31.6% | -1.9% |
| YTD | +9.0% | +19.9% | -10.9% | +2.4% |
| 1Y | +4.6% | +23.4% | -18.8% | -2.6% |
| 3Y | +33.5% | -12.6% | +46.1% | +30.7% |
| 5Y | +41.4% | -26.6% | +68.0% | +40.5% |
| 10Y | +204.3% | +40.4% | +163.9% | +165.0% |
| All | +504.3% | +2,600.4% | -2,096.1% | +287.5% |
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