-13.7%
GPN vs SN
+671.3%
-685.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.6% |
| 7D | -5.6% | +1.5% | -7.2% | -5.9% |
| 30D | +13.6% | +21.5% | -7.9% | +9.4% |
| 3M | -2.8% | +20.0% | -22.9% | -6.4% |
| 6M | +38.1% | +119.9% | -81.9% | +18.2% |
| YTD | +19.9% | +102.3% | -82.4% | +3.5% |
| 1Y | +23.4% | +148.0% | -124.6% | +2.6% |
| 3Y | -12.6% | +450.0% | -462.6% | -30.9% |
| All | -13.7% | +671.3% | -685.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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