-47.0%
GPN vs GPC
+30.9%
-77.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.1% |
| 7D | -6.2% | -0.6% | -5.6% | -6.0% |
| 30D | +1.0% | +1.3% | -0.3% | +0.5% |
| 3M | +36.9% | +37.1% | -0.2% | +19.0% |
| 6M | +16.8% | +23.2% | -6.4% | +6.0% |
| YTD | +13.2% | +13.1% | +0.2% | +4.4% |
| 1Y | +1.4% | +0.9% | +0.6% | -1.2% |
| 3Y | -28.6% | -0.8% | -27.8% | -32.9% |
| 5Y | -47.0% | +31.1% | -78.1% | -60.6% |
| All | -47.0% | +30.9% | -77.9% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling