+25.7%
GPN vs EFV
+169.9%
-144.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.2% |
| 7D | -4.3% | -0.8% | -3.5% | -3.4% |
| 30D | 0.0% | +0.6% | -0.6% | -0.7% |
| 3M | +35.8% | +7.5% | +28.3% | +25.1% |
| 6M | +22.0% | +13.0% | +9.0% | +6.0% |
| YTD | +15.2% | +18.3% | -3.1% | -5.6% |
| 1Y | +3.5% | +26.7% | -23.2% | -21.6% |
| 3Y | -26.9% | +89.6% | -116.5% | -65.4% |
| 5Y | -44.2% | +98.2% | -142.4% | -74.8% |
| All | +25.7% | +169.9% | -144.2% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling