+2,997.0%
MO vs GPN
+2,494.6%
+502.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +1.0% |
| 7D | -1.0% | -3.5% | +2.5% | -0.4% |
| 30D | +5.8% | +3.1% | +2.6% | +5.2% |
| 3M | -4.5% | +42.3% | -46.8% | -10.0% |
| 6M | +5.7% | +20.9% | -15.1% | +1.8% |
| YTD | +23.1% | +15.2% | +7.9% | +18.9% |
| 1Y | +10.9% | +5.4% | +5.5% | +8.5% |
| 3Y | +96.1% | -27.4% | +123.5% | +100.5% |
| 5Y | +100.1% | -44.2% | +144.3% | +109.9% |
| 10Y | +114.0% | +27.4% | +86.6% | +91.5% |
| All | +2,997.0% | +2,494.6% | +502.4% | +1,713.8% |
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 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