+612.1%
MMM vs GPN
+2,520.1%
-1,908.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -8.0% | +3.8% | -11.8% | -9.1% |
| 3M | +9.4% | +39.2% | -29.8% | -1.1% |
| 6M | +10.2% | +17.9% | -7.6% | +4.0% |
| YTD | +6.1% | +16.4% | -10.2% | -0.3% |
| 1Y | +10.8% | +3.6% | +7.2% | +7.3% |
| 3Y | +104.8% | -26.7% | +131.5% | +114.3% |
| 5Y | +27.0% | -44.8% | +71.8% | +40.2% |
| 10Y | +53.8% | +24.1% | +29.6% | +31.7% |
| All | +612.1% | +2,520.1% | -1,908.0% | +229.6% |
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 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