-18.5%
GPN vs SN
+476.8%
-495.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.0% |
| 7D | -6.2% | -3.4% | -2.8% | -5.6% |
| 30D | +1.0% | -9.1% | +10.1% | +2.8% |
| 3M | +36.9% | +31.8% | +5.1% | +29.5% |
| 6M | +16.8% | +52.0% | -35.2% | +7.3% |
| YTD | +13.2% | +51.3% | -38.1% | +3.6% |
| 1Y | +1.4% | +46.9% | -45.4% | -7.1% |
| 3Y | -28.6% | +394.9% | -423.6% | -39.4% |
| All | -18.5% | +476.8% | -495.3% | -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 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