+143.8%
IBM vs GPN
+28.2%
+115.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.6% | -4.6% | +8.2% | +5.1% |
| 30D | +3.1% | -0.3% | +3.4% | +3.0% |
| 3M | -10.8% | +35.4% | -46.3% | -19.7% |
| 6M | -0.8% | +21.7% | -22.5% | -7.5% |
| YTD | -16.2% | +14.9% | -31.1% | -20.7% |
| 1Y | -2.9% | +3.2% | -6.1% | -5.4% |
| 3Y | +79.8% | -27.1% | +107.0% | +90.6% |
| 5Y | +124.9% | -44.4% | +169.3% | +153.9% |
| All | +143.8% | +28.2% | +115.6% | +117.8% |
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