+7.4%
GPN vs IBN
-4.0%
+11.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | +5.8% | -0.3% | +6.1% | +5.9% |
| 3M | +37.0% | +17.1% | +19.9% | +28.7% |
| 6M | +20.1% | +3.4% | +16.8% | +15.8% |
| YTD | +20.4% | +2.5% | +17.9% | +17.3% |
| 1Y | +7.4% | -4.2% | +11.6% | +3.6% |
| All | +7.4% | -4.0% | +11.4% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling