+95.0%
MO vs GPN
-27.4%
+122.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -4.3% | +4.5% | +0.3% |
| 30D | +7.1% | 0.0% | +7.1% | +7.1% |
| 3M | -2.0% | +35.8% | -37.8% | -2.9% |
| 6M | +7.3% | +22.0% | -14.7% | +6.6% |
| YTD | +23.5% | +15.2% | +8.2% | +22.9% |
| 1Y | +11.0% | +3.5% | +7.5% | +11.2% |
| 3Y | +95.0% | -26.9% | +121.9% | +103.4% |
| All | +95.0% | -27.4% | +122.4% | +103.4% |
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