+17.6%
IP vs GPN
+39.9%
-22.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.2% |
| 7D | -0.3% | -5.6% | +5.4% | +1.6% |
| 30D | +7.9% | +13.6% | -5.7% | +1.9% |
| 3M | -15.3% | -2.8% | -12.5% | -15.1% |
| 6M | +10.5% | +38.1% | -27.5% | -4.0% |
| YTD | -9.4% | +19.9% | -29.3% | -18.0% |
| 1Y | -4.6% | +23.4% | -28.0% | -14.7% |
| 3Y | +21.2% | -12.6% | +33.9% | +19.6% |
| 5Y | -13.3% | -26.6% | +13.3% | -11.9% |
| All | +17.6% | +39.9% | -22.3% | +1.3% |
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