+1,271.9%
GS vs GPN
+2,611.5%
-1,339.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +0.9% | +0.8% | +0.2% | +0.6% |
| 30D | -1.6% | +5.8% | -7.4% | -4.1% |
| 3M | -4.5% | +37.0% | -41.5% | -17.5% |
| 6M | +20.9% | +20.1% | +0.7% | +9.5% |
| YTD | +19.9% | +20.4% | -0.5% | +7.4% |
| 1Y | +41.4% | +7.4% | +34.0% | +32.3% |
| 3Y | +239.2% | -26.1% | +265.3% | +262.5% |
| 5Y | +185.0% | -38.5% | +223.6% | +216.2% |
| 10Y | +655.0% | +28.4% | +626.6% | +498.7% |
| All | +1,271.9% | +2,611.5% | -1,339.7% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling