-24.1%
GPN vs P
+155.7%
-179.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | +0.8% | +6.5% | -5.8% | +0.2% |
| 30D | +5.8% | +18.8% | -13.0% | +4.0% |
| 3M | +37.0% | +26.7% | +10.2% | +33.4% |
| 6M | +20.1% | +62.2% | -42.0% | +13.5% |
| YTD | +20.4% | +48.5% | -28.1% | +14.4% |
| 1Y | +7.4% | +26.4% | -19.0% | +2.5% |
| All | -24.1% | +155.7% | -179.8% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling