+541.8%
MS vs GPN
+52.6%
+489.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.2% |
| 7D | -1.7% | +4.3% | -6.0% | -3.7% |
| 30D | +0.9% | +22.1% | -21.2% | -8.9% |
| 3M | -10.8% | +17.1% | -27.9% | -18.4% |
| 6M | +0.9% | +46.7% | -45.8% | -18.6% |
| YTD | +9.8% | +30.8% | -21.0% | -7.8% |
| 1Y | +17.1% | +31.5% | -14.4% | -2.1% |
| 3Y | +175.7% | -5.1% | +180.8% | +160.0% |
| 5Y | +125.9% | -18.1% | +144.0% | +120.4% |
| All | +541.8% | +52.6% | +489.2% | +463.8% |
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 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