-16.1%
IP vs GPN
-38.7%
+22.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | -5.3% | +0.8% | -6.0% | -5.5% |
| 30D | -10.9% | +5.8% | -16.6% | -12.6% |
| 3M | +11.2% | +37.0% | -25.8% | +0.2% |
| 6M | -10.2% | +20.1% | -30.4% | -16.1% |
| YTD | -2.0% | +20.4% | -22.4% | -9.0% |
| 1Y | -19.1% | +7.4% | -26.5% | -22.3% |
| 3Y | +20.9% | -26.1% | +47.0% | +25.6% |
| All | -16.1% | -38.7% | +22.6% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling