+632.4%
GEV vs GPN
-32.8%
+665.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -4.6% | +6.2% | +2.5% |
| 30D | -7.9% | -0.3% | -7.7% | -8.0% |
| 3M | +5.6% | +35.4% | -29.8% | -2.2% |
| 6M | +13.1% | +21.7% | -8.6% | +6.9% |
| YTD | +46.7% | +14.9% | +31.9% | +40.0% |
| 1Y | +51.3% | +3.2% | +48.1% | +49.3% |
| All | +632.4% | -32.8% | +665.2% | +760.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling