+25.7%
GPN vs GNRC
+448.8%
-423.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.8% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | 0.0% | -15.7% | +15.7% | +4.6% |
| 3M | +35.8% | -27.3% | +63.2% | +46.2% |
| 6M | +22.0% | -12.1% | +34.1% | +22.9% |
| YTD | +15.2% | +37.1% | -21.9% | +0.2% |
| 1Y | +3.5% | -0.5% | +4.0% | -1.7% |
| 3Y | -26.9% | +61.5% | -88.5% | -42.2% |
| 5Y | -44.2% | -58.6% | +14.4% | -37.3% |
| All | +25.7% | +448.8% | -423.1% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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