+24.4%
IOT vs GPN
-27.4%
+51.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -4.5% | -4.3% | -0.2% | -2.5% |
| 30D | -2.4% | 0.0% | -2.5% | -2.6% |
| 3M | +19.0% | +35.8% | -16.8% | +2.2% |
| 6M | +19.6% | +22.0% | -2.4% | +7.8% |
| YTD | +8.3% | +15.2% | -6.9% | -0.5% |
| 1Y | -0.8% | +3.5% | -4.3% | -4.2% |
| 3Y | +24.4% | -26.9% | +51.3% | +42.1% |
| All | +24.4% | -27.4% | +51.8% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling