+55.4%
IOT vs GPN
-28.3%
+83.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -4.5% | -4.3% | -0.2% | -2.2% |
| 30D | -2.4% | 0.0% | -2.5% | -2.7% |
| 3M | +19.0% | +35.8% | -16.8% | -0.4% |
| 6M | +19.6% | +22.0% | -2.4% | +5.8% |
| YTD | +8.3% | +15.2% | -6.9% | -2.3% |
| 1Y | -0.8% | +3.5% | -4.3% | -5.2% |
| 3Y | +24.4% | -26.9% | +51.3% | +43.4% |
| All | +55.4% | -28.3% | +83.7% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling