+53.1%
MMM vs GPN
+28.2%
+25.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.1% | -4.6% | +2.5% | -0.7% |
| 30D | -9.8% | -0.3% | -9.6% | -9.9% |
| 3M | +4.9% | +35.4% | -30.5% | -5.6% |
| 6M | +7.3% | +21.7% | -14.3% | -0.7% |
| YTD | +4.5% | +14.9% | -10.4% | -2.3% |
| 1Y | +5.4% | +3.2% | +2.2% | +1.8% |
| 3Y | +98.6% | -27.1% | +125.7% | +110.0% |
| 5Y | +27.4% | -44.4% | +71.7% | +43.3% |
| All | +53.1% | +28.2% | +25.0% | +33.8% |
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