-44.2%
GPN vs IBN
+52.7%
-96.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +2.0% |
| 7D | -3.5% | -5.5% | +2.0% | -1.0% |
| 30D | +3.1% | -3.4% | +6.5% | +4.7% |
| 3M | +42.3% | +8.7% | +33.6% | +37.2% |
| 6M | +20.9% | +3.7% | +17.2% | +18.8% |
| YTD | +15.2% | -2.4% | +17.6% | +16.1% |
| 1Y | +5.4% | -8.1% | +13.5% | +8.6% |
| 3Y | -27.4% | +26.3% | -53.7% | -38.1% |
| 5Y | -44.2% | +54.9% | -99.1% | -58.6% |
| All | -44.2% | +52.7% | -96.9% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling