+26.8%
IP vs GPN
+47.4%
-20.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -3.0% | -1.9% | -1.2% | -2.3% |
| 30D | +10.6% | +18.9% | -8.3% | +3.1% |
| 3M | -13.6% | +13.8% | -27.4% | -18.4% |
| 6M | +10.4% | +42.3% | -31.8% | -4.7% |
| YTD | -6.5% | +27.6% | -34.1% | -17.0% |
| 1Y | -2.1% | +30.3% | -32.4% | -13.9% |
| 3Y | +22.0% | -5.8% | +27.8% | +17.3% |
| 5Y | -9.7% | -22.6% | +12.9% | -9.7% |
| 10Y | +26.8% | +42.6% | -15.8% | +13.2% |
| All | +26.8% | +47.4% | -20.6% | +13.2% |
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