+2,520.1%
GPN vs IBN
+3,231.6%
-711.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.8% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | +3.8% | -2.3% | +6.1% | +4.3% |
| 3M | +39.2% | +15.9% | +23.3% | +34.9% |
| 6M | +17.9% | +5.6% | +12.3% | +16.5% |
| YTD | +16.4% | -0.1% | +16.4% | +16.3% |
| 1Y | +3.6% | -6.5% | +10.2% | +4.9% |
| 3Y | -26.7% | +29.3% | -56.0% | -31.2% |
| 5Y | -44.8% | +56.6% | -101.3% | -50.3% |
| 10Y | +24.1% | +314.4% | -290.2% | -9.9% |
| All | +2,520.1% | +3,231.6% | -711.4% | +1,069.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling