-5.9%
GPN vs SN
+673.1%
-679.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +4.3% | +3.5% | +0.8% | +3.6% |
| 30D | +22.1% | +19.4% | +2.7% | +17.9% |
| 3M | +17.1% | +20.9% | -3.8% | +12.5% |
| 6M | +46.7% | +111.1% | -64.4% | +26.5% |
| YTD | +30.8% | +102.8% | -72.0% | +12.7% |
| 1Y | +31.5% | +146.2% | -114.7% | +9.4% |
| 3Y | -5.1% | +441.4% | -446.6% | -25.1% |
| All | -5.9% | +673.1% | -679.0% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling