+2.3%
IP vs GPN
+20.6%
-18.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +2.1% |
| 7D | +3.4% | +15.0% | -11.6% | -1.3% |
| 30D | +11.2% | +16.9% | -5.7% | +5.5% |
| 3M | -14.8% | +9.2% | -24.0% | -17.5% |
| 6M | +17.3% | +34.7% | -17.4% | +4.9% |
| YTD | -6.2% | +25.4% | -31.6% | -14.1% |
| 1Y | +2.3% | +21.7% | -19.4% | -5.5% |
| All | +2.3% | +20.6% | -18.3% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling