-19.2%
IP vs GPN
+3.9%
-23.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -11.2% | +3.8% | -15.1% | -12.5% |
| 3M | +12.3% | +39.2% | -26.9% | -0.2% |
| 6M | -5.2% | +17.9% | -23.1% | -12.4% |
| YTD | -4.0% | +16.4% | -20.3% | -10.0% |
| 1Y | -19.2% | +3.6% | -22.9% | -20.6% |
| All | -19.2% | +3.9% | -23.1% | -20.6% |
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