+179.1%
MS vs GPN
-27.1%
+206.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.3% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | 0.0% | +3.8% | -3.9% | -1.4% |
| 3M | +2.4% | +39.2% | -36.7% | -9.1% |
| 6M | +36.4% | +17.9% | +18.5% | +27.6% |
| YTD | +23.8% | +16.4% | +7.5% | +15.8% |
| 1Y | +48.6% | +3.6% | +45.0% | +44.6% |
| 3Y | +179.1% | -26.7% | +205.8% | +213.0% |
| All | +179.1% | -27.1% | +206.2% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling