+36.7%
GPN vs PR
+152.6%
-115.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | +0.6% | -16.4% | +17.0% | +1.8% |
| 30D | +20.1% | -1.9% | +22.0% | +20.2% |
| 3M | +11.4% | +8.0% | +3.4% | +10.6% |
| 6M | +40.8% | +4.1% | +36.7% | +39.9% |
| YTD | +27.1% | +58.7% | -31.6% | +22.2% |
| 1Y | +29.2% | +75.8% | -46.6% | +23.3% |
| 3Y | -9.4% | +73.2% | -82.5% | -13.9% |
| 5Y | -25.1% | +230.1% | -255.3% | -32.4% |
| 10Y | +46.1% | +67.4% | -21.3% | +43.6% |
| All | +36.7% | +152.6% | -115.9% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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