+273.7%
IR vs GPN
+6.1%
+267.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.5% | -4.6% | +0.1% | -2.5% |
| 30D | -13.9% | -0.3% | -13.7% | -14.0% |
| 3M | -0.3% | +35.4% | -35.8% | -13.7% |
| 6M | -14.3% | +21.7% | -36.0% | -22.8% |
| YTD | -7.9% | +14.9% | -22.8% | -16.0% |
| 1Y | -9.9% | +3.2% | -13.1% | -13.9% |
| 3Y | +6.5% | -27.1% | +33.7% | +15.6% |
| 5Y | +34.0% | -44.4% | +78.4% | +60.2% |
| All | +273.7% | +6.1% | +267.6% | +212.6% |
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 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