+803.2%
MS vs GPN
+21.6%
+781.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.9% |
| 7D | +1.7% | -6.2% | +7.9% | +4.7% |
| 30D | 0.0% | +1.0% | -1.0% | -0.8% |
| 3M | +3.0% | +36.9% | -33.9% | -13.0% |
| 6M | +35.7% | +16.8% | +18.9% | +22.9% |
| YTD | +23.3% | +13.2% | +10.1% | +12.1% |
| 1Y | +44.7% | +1.4% | +43.2% | +38.0% |
| 3Y | +178.0% | -28.6% | +206.6% | +206.3% |
| 5Y | +143.2% | -47.0% | +190.2% | +203.4% |
| 10Y | +803.2% | +25.2% | +778.0% | +761.3% |
| All | +803.2% | +21.6% | +781.6% | +761.3% |
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