+67.2%
F vs GPN
+34.3%
+32.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.0% | +9.2% | +2.3% |
| 7D | -3.9% | -7.1% | +3.3% | -1.2% |
| 30D | -0.5% | +7.7% | -8.2% | -4.7% |
| 3M | -12.9% | -0.1% | -12.8% | -14.0% |
| 6M | +1.5% | +29.4% | -27.9% | -11.8% |
| YTD | -5.0% | +15.1% | -20.1% | -14.7% |
| 1Y | -7.3% | +15.4% | -22.8% | -17.1% |
| 3Y | +45.3% | -16.5% | +61.8% | +45.4% |
| 5Y | -15.8% | -29.6% | +13.8% | -10.3% |
| All | +67.2% | +34.3% | +32.9% | +54.5% |
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 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