+2,611.5%
GPN vs GPC
+1,088.2%
+1,523.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | +0.8% | +1.2% | -0.4% | +0.1% |
| 30D | +5.8% | +6.0% | -0.2% | +2.4% |
| 3M | +37.0% | +42.6% | -5.6% | +12.3% |
| 6M | +20.1% | +22.8% | -2.6% | +6.6% |
| YTD | +20.4% | +15.5% | +5.0% | +8.4% |
| 1Y | +7.4% | +2.0% | +5.4% | +3.6% |
| 3Y | -26.1% | -1.4% | -24.7% | -30.3% |
| 5Y | -38.5% | +30.6% | -69.1% | -51.4% |
| 10Y | +28.4% | +80.6% | -52.2% | -20.8% |
| All | +2,611.5% | +1,088.2% | +1,523.4% | +640.7% |
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