-43.7%
GPN vs RMD
-23.0%
-20.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -4.3% | -4.4% | +0.1% | -2.9% |
| 30D | 0.0% | -3.1% | +3.2% | +1.1% |
| 3M | +35.8% | +13.8% | +22.0% | +30.2% |
| 6M | +22.0% | -8.6% | +30.6% | +25.2% |
| YTD | +15.2% | -8.6% | +23.8% | +18.2% |
| 1Y | +3.5% | -19.7% | +23.2% | +10.4% |
| 3Y | -26.9% | +48.4% | -75.3% | -38.8% |
| All | -43.7% | -23.0% | -20.6% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling