+15.9%
IP vs GPN
+34.3%
-18.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.0% | +9.9% | +2.6% |
| 7D | -0.9% | -7.1% | +6.3% | +1.6% |
| 30D | +6.7% | +7.7% | -1.0% | +2.9% |
| 3M | -16.6% | -0.1% | -16.5% | -17.4% |
| 6M | +6.0% | +29.4% | -23.4% | -5.6% |
| YTD | -10.7% | +15.1% | -25.8% | -17.9% |
| 1Y | -6.7% | +15.4% | -22.1% | -14.3% |
| 3Y | +17.1% | -16.5% | +33.7% | +17.6% |
| 5Y | -14.6% | -29.6% | +15.0% | -11.7% |
| All | +15.9% | +34.3% | -18.3% | +1.5% |
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 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