+13,824.1%
MA vs GPN
+331.7%
+13,492.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | +1.5% | +5.8% | -4.3% | -1.6% |
| 3M | +20.4% | +37.0% | -16.6% | +1.5% |
| 6M | +11.1% | +20.1% | -9.0% | -0.7% |
| YTD | +2.0% | +20.4% | -18.5% | -10.2% |
| 1Y | -2.2% | +7.4% | -9.6% | -9.0% |
| 3Y | +41.9% | -26.1% | +68.0% | +52.5% |
| 5Y | +75.4% | -38.5% | +113.9% | +100.2% |
| 10Y | +527.5% | +28.4% | +499.2% | +395.3% |
| All | +13,824.1% | +331.7% | +13,492.5% | +5,421.4% |
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