-26.7%
GPN vs SN
+430.5%
-457.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +3.8% | -5.6% | +9.4% | +5.1% |
| 3M | +39.2% | +48.1% | -8.9% | +26.4% |
| 6M | +17.9% | +57.6% | -39.8% | +5.2% |
| YTD | +16.4% | +56.5% | -40.2% | +3.3% |
| 1Y | +3.6% | +52.6% | -48.9% | -7.8% |
| 3Y | -26.7% | +412.0% | -438.7% | -46.2% |
| All | -26.7% | +430.5% | -457.1% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling