-13.3%
F vs GPN
-19.4%
+6.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -2.2% |
| 7D | +1.0% | +3.7% | -2.7% | -0.5% |
| 30D | +2.1% | +23.6% | -21.5% | -6.3% |
| 3M | -10.3% | +18.3% | -28.5% | -16.5% |
| 6M | +3.3% | +47.8% | -44.5% | -13.0% |
| YTD | -2.0% | +32.6% | -34.5% | -15.0% |
| 1Y | -2.3% | +36.0% | -38.3% | -16.4% |
| 3Y | +49.9% | -3.9% | +53.7% | +44.6% |
| All | -13.3% | -19.4% | +6.1% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling