+10.5%
F vs GPN
+2,600.4%
-2,589.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.6% |
| 7D | -3.1% | -5.6% | +2.5% | -1.2% |
| 30D | 0.0% | +13.6% | -13.6% | -5.8% |
| 3M | -13.2% | -2.8% | -10.4% | -13.1% |
| 6M | -10.2% | +38.1% | -48.3% | -22.8% |
| YTD | -4.9% | +19.9% | -24.9% | -15.1% |
| 1Y | -6.1% | +23.4% | -29.5% | -17.2% |
| 3Y | +46.0% | -12.6% | +58.6% | +43.0% |
| 5Y | -15.7% | -26.6% | +10.9% | -12.6% |
| 10Y | +64.3% | +40.4% | +23.9% | +29.4% |
| All | +10.5% | +2,600.4% | -2,589.9% | -57.9% |
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