+291.3%
IR vs GPN
+11.2%
+280.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.9% |
| 7D | -2.8% | +0.8% | -3.6% | -3.2% |
| 30D | -15.1% | +5.8% | -20.9% | -17.4% |
| 3M | +6.1% | +37.0% | -30.9% | -8.5% |
| 6M | -16.8% | +20.1% | -37.0% | -24.5% |
| YTD | -3.5% | +20.4% | -24.0% | -13.8% |
| 1Y | -3.5% | +7.4% | -10.9% | -9.4% |
| 3Y | +9.5% | -26.1% | +35.6% | +18.3% |
| 5Y | +45.1% | -38.5% | +83.6% | +64.5% |
| All | +291.3% | +11.2% | +280.0% | +220.7% |
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