-9.9%
IR vs GPN
+4.8%
-14.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -4.5% | -4.6% | +0.1% | -3.5% |
| 30D | -13.9% | -0.3% | -13.7% | -13.9% |
| 3M | -0.3% | +35.4% | -35.8% | -7.0% |
| 6M | -14.3% | +21.7% | -36.0% | -18.9% |
| YTD | -7.9% | +14.9% | -22.8% | -10.7% |
| 1Y | -9.9% | +3.2% | -13.1% | -10.6% |
| All | -9.9% | +4.8% | -14.7% | -10.6% |
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