+2,218.5%
LOW vs GPN
+2,449.8%
-231.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.2% |
| 7D | -0.6% | -6.2% | +5.6% | +1.6% |
| 30D | -9.3% | +1.0% | -10.3% | -9.8% |
| 3M | -8.1% | +36.9% | -45.0% | -17.8% |
| 6M | -19.8% | +16.8% | -36.5% | -24.7% |
| YTD | -16.4% | +13.2% | -29.6% | -21.5% |
| 1Y | -24.7% | +1.4% | -26.1% | -26.8% |
| 3Y | -8.8% | -28.6% | +19.8% | -3.1% |
| 5Y | +7.8% | -47.0% | +54.8% | +22.8% |
| 10Y | +233.8% | +25.2% | +208.7% | +181.2% |
| All | +2,218.5% | +2,449.8% | -231.3% | +821.4% |
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