+96.0%
MMM vs GPN
-27.4%
+123.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.4% |
| 7D | -3.2% | -3.5% | +0.3% | -2.3% |
| 30D | -10.7% | +3.1% | -13.8% | -11.6% |
| 3M | +4.3% | +42.3% | -38.0% | -6.0% |
| 6M | +5.9% | +20.9% | -15.0% | -0.5% |
| YTD | +3.2% | +15.2% | -12.1% | -2.2% |
| 1Y | +8.0% | +5.4% | +2.6% | +5.2% |
| All | +96.0% | -27.4% | +123.4% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling