+433.8%
MAR vs GPN
+28.5%
+405.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | -4.3% | +3.8% | +1.5% |
| 30D | -5.4% | 0.0% | -5.4% | -5.7% |
| 3M | -15.5% | +35.8% | -51.3% | -27.8% |
| 6M | +3.0% | +22.0% | -19.0% | -8.4% |
| YTD | +8.5% | +15.2% | -6.7% | -2.1% |
| 1Y | +26.0% | +3.5% | +22.5% | +19.3% |
| 3Y | +68.6% | -26.9% | +95.5% | +82.8% |
| 5Y | +157.4% | -44.2% | +201.6% | +210.6% |
| All | +433.8% | +28.5% | +405.3% | +413.0% |
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