+2,845.2%
GPN vs GPC
+964.9%
+1,880.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -0.9% |
| 7D | +4.3% | -2.1% | +6.4% | +5.5% |
| 30D | +22.1% | -4.5% | +26.7% | +24.9% |
| 3M | +17.1% | -7.7% | +24.7% | +21.8% |
| 6M | +46.7% | +24.3% | +22.4% | +29.0% |
| YTD | +30.8% | +3.5% | +27.3% | +24.5% |
| 1Y | +31.5% | +0.7% | +30.7% | +27.0% |
| 3Y | -5.1% | 0.0% | -5.1% | -11.4% |
| 5Y | -18.1% | +5.8% | -23.9% | -27.2% |
| 10Y | +53.1% | +75.8% | -22.6% | -4.3% |
| All | +2,845.2% | +964.9% | +1,880.3% | +750.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling