+650.5%
GS vs GPN
+21.6%
+628.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | +0.4% |
| 7D | +2.4% | -6.2% | +8.7% | +5.2% |
| 30D | -0.1% | +1.0% | -1.1% | -0.8% |
| 3M | +0.2% | +36.9% | -36.7% | -14.2% |
| 6M | +24.8% | +16.8% | +8.0% | +14.0% |
| YTD | +18.8% | +13.2% | +5.5% | +8.8% |
| 1Y | +37.3% | +1.4% | +35.9% | +31.5% |
| 3Y | +237.9% | -28.6% | +266.5% | +270.5% |
| 5Y | +187.0% | -47.0% | +234.0% | +250.6% |
| 10Y | +650.5% | +25.2% | +625.4% | +626.2% |
| All | +650.5% | +21.6% | +628.9% | +626.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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