+102.7%
MO vs GPN
-44.5%
+147.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -4.3% | +4.5% | +0.5% |
| 30D | +7.1% | 0.0% | +7.1% | +7.1% |
| 3M | -2.0% | +35.8% | -37.8% | -4.2% |
| 6M | +7.3% | +22.0% | -14.7% | +5.5% |
| YTD | +23.5% | +15.2% | +8.2% | +21.8% |
| 1Y | +11.0% | +3.5% | +7.5% | +10.5% |
| 3Y | +95.0% | -26.9% | +121.9% | +100.2% |
| All | +102.7% | -44.5% | +147.2% | +116.2% |
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