+674.0%
MRNA vs GPN
-11.5%
+685.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -1.1% | -4.3% | +3.2% | 0.0% |
| 30D | +126.1% | 0.0% | +126.1% | +126.4% |
| 3M | +190.0% | +35.8% | +154.2% | +169.9% |
| 6M | +157.2% | +22.0% | +135.2% | +144.4% |
| YTD | +388.2% | +15.2% | +373.0% | +367.4% |
| 1Y | +467.0% | +3.5% | +463.5% | +455.7% |
| 3Y | +36.1% | -26.9% | +63.0% | +40.2% |
| 5Y | -68.0% | -44.2% | -23.8% | -67.3% |
| All | +674.0% | -11.5% | +685.5% | +458.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling