+462.8%
GPN vs EFV
+253.2%
+209.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.0% |
| 7D | -6.2% | -0.5% | -5.7% | -5.9% |
| 30D | +1.0% | 0.0% | +1.0% | +1.1% |
| 3M | +36.9% | +8.4% | +28.5% | +28.8% |
| 6M | +16.8% | +12.3% | +4.4% | +6.8% |
| YTD | +13.2% | +17.4% | -4.2% | -0.2% |
| 1Y | +1.4% | +27.1% | -25.7% | -15.8% |
| 3Y | -28.6% | +90.7% | -119.4% | -56.3% |
| 5Y | -47.0% | +95.6% | -142.6% | -67.8% |
| 10Y | +25.2% | +165.3% | -140.1% | -37.1% |
| All | +462.8% | +253.2% | +209.7% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling