+7.5%
IR vs GPN
-28.6%
+36.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -1.2% |
| 7D | -1.9% | -6.2% | +4.3% | +0.1% |
| 30D | -15.0% | +1.0% | -16.1% | -15.5% |
| 3M | -0.4% | +36.9% | -37.3% | -10.4% |
| 6M | -15.0% | +16.8% | -31.8% | -20.0% |
| YTD | -7.1% | +13.2% | -20.3% | -12.1% |
| 1Y | -7.5% | +1.4% | -9.0% | -9.3% |
| All | +7.5% | -28.6% | +36.1% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling