+145.7%
IP vs GPN
+2,762.0%
-2,616.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.1% |
| 7D | -5.1% | +0.6% | -5.6% | -5.3% |
| 30D | +8.5% | +20.1% | -11.6% | +0.8% |
| 3M | -13.8% | +11.4% | -25.2% | -17.9% |
| 6M | +5.7% | +40.8% | -35.1% | -8.3% |
| YTD | -9.1% | +27.1% | -36.2% | -19.1% |
| 1Y | -0.8% | +29.2% | -30.0% | -12.4% |
| 3Y | +14.8% | -9.4% | +24.2% | +12.3% |
| 5Y | -11.5% | -25.1% | +13.6% | -10.3% |
| 10Y | +27.9% | +46.1% | -18.1% | -3.9% |
| All | +145.7% | +2,762.0% | -2,616.3% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling