+370.9%
MS vs GPN
+2,845.2%
-2,474.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.3% |
| 7D | -1.7% | +4.3% | -6.0% | -4.0% |
| 30D | +0.9% | +22.1% | -21.2% | -10.5% |
| 3M | -10.8% | +17.1% | -27.9% | -19.7% |
| 6M | +0.9% | +46.7% | -45.8% | -21.2% |
| YTD | +9.8% | +30.8% | -21.0% | -10.6% |
| 1Y | +17.1% | +31.5% | -14.4% | -5.2% |
| 3Y | +175.7% | -5.1% | +180.8% | +153.6% |
| 5Y | +125.9% | -18.1% | +144.0% | +114.9% |
| 10Y | +556.2% | +53.1% | +503.0% | +306.0% |
| All | +370.9% | +2,845.2% | -2,474.3% | -25.9% |
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