+21.2%
IP vs GPN
+24.3%
-3.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -11.2% | +3.8% | -15.1% | -12.7% |
| 3M | +12.3% | +39.2% | -26.9% | -1.7% |
| 6M | -5.2% | +17.9% | -23.1% | -12.0% |
| YTD | -4.0% | +16.4% | -20.3% | -11.3% |
| 1Y | -19.2% | +3.6% | -22.9% | -22.0% |
| 3Y | +20.3% | -26.7% | +47.0% | +28.4% |
| 5Y | -17.5% | -44.8% | +27.3% | -4.3% |
| 10Y | +21.2% | +24.1% | -3.0% | +10.1% |
| All | +21.2% | +24.3% | -3.1% | +10.1% |
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 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