-17.1%
GPN vs SN
+453.9%
-471.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.7% | +2.5% |
| 7D | -3.5% | -7.2% | +3.7% | -2.1% |
| 30D | +3.1% | -13.4% | +16.5% | +5.9% |
| 3M | +42.3% | +26.8% | +15.5% | +35.6% |
| 6M | +20.9% | +44.6% | -23.7% | +12.0% |
| YTD | +15.2% | +45.3% | -30.1% | +6.2% |
| 1Y | +5.4% | +40.1% | -34.7% | -2.5% |
| 3Y | -27.4% | +375.3% | -402.7% | -37.8% |
| All | -17.1% | +453.9% | -471.0% | -29.6% |
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