+39.4%
GM vs GPN
+20.6%
+18.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.6% | +5.0% |
| 7D | +12.1% | +15.0% | -2.9% | +8.6% |
| 30D | +15.2% | +16.9% | -1.7% | +11.2% |
| 3M | +4.9% | +9.2% | -4.3% | +2.6% |
| 6M | +22.6% | +34.7% | -12.1% | +14.0% |
| YTD | +14.4% | +25.4% | -11.0% | +8.4% |
| 1Y | +39.4% | +21.7% | +17.7% | +32.9% |
| All | +39.4% | +20.6% | +18.8% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling