-13.3%
GPN vs SN
+490.7%
-504.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | +0.8% | -9.3% | +10.1% | +2.6% |
| 30D | +5.8% | -4.8% | +10.6% | +6.7% |
| 3M | +37.0% | +40.4% | -3.4% | +28.0% |
| 6M | +20.1% | +50.9% | -30.8% | +10.4% |
| YTD | +20.4% | +54.9% | -34.5% | +9.6% |
| 1Y | +7.4% | +43.0% | -35.6% | -1.2% |
| 3Y | -26.1% | +391.8% | -418.0% | -37.6% |
| All | -13.3% | +490.7% | -504.0% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling