-20.0%
GPN vs GPC
+5.6%
-25.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.0% |
| 7D | +4.3% | -2.1% | +6.4% | +5.2% |
| 30D | +22.1% | -4.5% | +26.7% | +24.4% |
| 3M | +17.1% | -7.7% | +24.7% | +20.9% |
| 6M | +46.7% | +24.3% | +22.4% | +32.6% |
| YTD | +30.8% | +3.5% | +27.3% | +25.0% |
| 1Y | +31.5% | +0.7% | +30.7% | +27.2% |
| 3Y | -5.1% | 0.0% | -5.1% | -12.1% |
| All | -20.0% | +5.6% | -25.6% | -33.3% |
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