+149.4%
MAR vs GPN
-44.7%
+194.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -0.5% | -4.6% | +4.1% | +1.1% |
| 30D | -5.4% | -0.3% | -5.1% | -5.6% |
| 3M | -15.5% | +35.4% | -50.9% | -25.0% |
| 6M | +3.0% | +21.7% | -18.7% | -5.7% |
| YTD | +8.5% | +14.9% | -6.4% | +0.7% |
| 1Y | +26.0% | +3.2% | +22.8% | +21.6% |
| 3Y | +68.6% | -27.1% | +95.7% | +82.1% |
| All | +149.4% | -44.7% | +194.1% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling