+170.4%
GE vs GPN
+2,520.1%
-2,349.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.6% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | -9.5% | +3.8% | -13.3% | -11.1% |
| 3M | +4.1% | +39.2% | -35.0% | -8.7% |
| 6M | +3.9% | +17.9% | -13.9% | -3.7% |
| YTD | +9.0% | +16.4% | -7.3% | +0.4% |
| 1Y | +21.9% | +3.6% | +18.3% | +16.4% |
| 3Y | +281.8% | -26.7% | +308.5% | +300.7% |
| 5Y | +436.7% | -44.8% | +481.5% | +508.8% |
| 10Y | +151.5% | +24.1% | +127.4% | +111.3% |
| All | +170.4% | +2,520.1% | -2,349.7% | -0.8% |
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