+170.5%
GM vs GPN
-27.4%
+197.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -4.3% | +1.9% | -1.2% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | +6.1% | +35.8% | -29.7% | -3.6% |
| 6M | +15.0% | +22.0% | -7.0% | +7.3% |
| YTD | +6.0% | +15.2% | -9.2% | +0.1% |
| 1Y | +47.1% | +3.5% | +43.6% | +43.3% |
| 3Y | +170.5% | -26.9% | +197.4% | +190.2% |
| All | +170.5% | -27.4% | +197.9% | +190.2% |
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