-26.2%
GPN vs GPC
-1.9%
-24.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +3.8% | -0.4% | +4.2% | +4.0% |
| 3M | +39.2% | +39.2% | 0.0% | +23.4% |
| 6M | +17.9% | +18.2% | -0.4% | +10.2% |
| YTD | +16.4% | +12.1% | +4.3% | +8.5% |
| 1Y | +3.6% | -0.7% | +4.3% | +1.5% |
| All | -26.2% | -1.9% | -24.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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