+227.5%
LOW vs GPN
+28.5%
+199.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -4.3% | +0.6% | -2.1% |
| 30D | -8.9% | 0.0% | -8.9% | -9.0% |
| 3M | -10.4% | +35.8% | -46.2% | -20.6% |
| 6M | -19.4% | +22.0% | -41.4% | -26.2% |
| YTD | -17.1% | +15.2% | -32.3% | -23.2% |
| 1Y | -26.3% | +3.5% | -29.7% | -29.1% |
| 3Y | -9.9% | -26.9% | +17.1% | -3.8% |
| 5Y | +6.1% | -44.2% | +50.3% | +22.8% |
| All | +227.5% | +28.5% | +199.0% | +201.2% |
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