+458.9%
GS vs GPN
+50.3%
+408.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.4% |
| 7D | -0.1% | +4.3% | -4.4% | -1.9% |
| 30D | +3.7% | +22.1% | -18.5% | -5.6% |
| 3M | -10.0% | +17.1% | -27.0% | -17.0% |
| 6M | -1.0% | +46.7% | -47.7% | -18.5% |
| YTD | +7.0% | +30.8% | -23.8% | -8.8% |
| 1Y | +16.6% | +31.5% | -14.9% | -1.0% |
| 3Y | +204.4% | -5.1% | +209.6% | +190.4% |
| 5Y | +160.0% | -18.1% | +178.1% | +155.0% |
| 10Y | +458.9% | +53.1% | +405.7% | +413.3% |
| All | +458.9% | +50.3% | +408.5% | +413.3% |
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