+53.1%
GPN vs P
+686.0%
-632.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.8% | -2.2% |
| 7D | +4.3% | -4.7% | +9.0% | +4.9% |
| 30D | +22.1% | -31.4% | +53.6% | +29.9% |
| 3M | +17.1% | -2.6% | +19.7% | +14.8% |
| 6M | +46.7% | +21.9% | +24.8% | +34.6% |
| YTD | +30.8% | +58.9% | -28.1% | +11.4% |
| 1Y | +31.5% | +21.7% | +9.7% | +17.0% |
| 3Y | -5.1% | +193.3% | -198.5% | -39.0% |
| 5Y | -18.1% | +275.1% | -293.2% | -53.0% |
| 10Y | +53.1% | +655.3% | -602.2% | -31.8% |
| All | +53.1% | +686.0% | -632.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling