+87.1%
GPN vs P
+499.9%
-412.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.1% |
| 7D | +3.7% | -13.3% | +17.0% | +6.0% |
| 30D | +23.6% | -34.0% | +57.6% | +31.8% |
| 3M | +18.3% | +4.1% | +14.2% | +14.5% |
| 6M | +47.8% | +30.5% | +17.3% | +34.3% |
| YTD | +32.6% | +52.2% | -19.6% | +15.3% |
| 1Y | +36.0% | +10.3% | +25.7% | +24.7% |
| 3Y | -3.9% | +180.9% | -184.7% | -34.6% |
| 5Y | -19.4% | +259.7% | -279.1% | -50.2% |
| 10Y | +52.1% | +652.6% | -600.6% | -25.2% |
| All | +87.1% | +499.9% | -412.8% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling