+606.8%
IYR vs GPN
+2,494.6%
-1,887.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | -2.8% | -3.5% | +0.7% | -1.8% |
| 30D | -2.5% | +3.1% | -5.7% | -3.7% |
| 3M | -3.0% | +42.3% | -45.2% | -13.9% |
| 6M | +1.6% | +20.9% | -19.2% | -5.7% |
| YTD | +7.3% | +15.2% | -7.9% | +0.1% |
| 1Y | +5.6% | +5.4% | +0.2% | +1.0% |
| 3Y | +28.1% | -27.4% | +55.5% | +34.1% |
| 5Y | +6.1% | -44.2% | +50.3% | +17.4% |
| 10Y | +67.7% | +27.4% | +40.3% | +38.0% |
| All | +606.8% | +2,494.6% | -1,887.8% | +236.5% |
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 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