+25.3%
GPN vs SM
+23.0%
+2.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | +4.6% | -9.1% | -5.1% |
| 30D | -0.3% | +18.2% | -18.5% | -2.3% |
| 3M | +35.4% | +22.5% | +12.9% | +31.5% |
| 6M | +21.7% | +50.6% | -28.9% | +14.3% |
| YTD | +14.9% | +108.1% | -93.2% | +3.7% |
| 1Y | +3.2% | +46.0% | -42.8% | -3.1% |
| 3Y | -27.1% | +2.9% | -30.0% | -30.0% |
| 5Y | -44.4% | +112.6% | -157.0% | -51.7% |
| All | +25.3% | +23.0% | +2.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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