+367.4%
MS vs GPN
+2,491.4%
-2,124.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.0% | +11.3% | +5.7% |
| 7D | +3.7% | -7.1% | +10.8% | +7.1% |
| 30D | +2.0% | +7.7% | -5.7% | -3.8% |
| 3M | -12.6% | -0.1% | -12.4% | -14.7% |
| 6M | -0.3% | +29.4% | -29.7% | -17.2% |
| YTD | +9.0% | +15.1% | -6.1% | -5.6% |
| 1Y | +13.9% | +15.4% | -1.6% | -1.7% |
| 3Y | +173.6% | -16.5% | +190.2% | +167.9% |
| 5Y | +122.0% | -29.6% | +151.5% | +128.0% |
| 10Y | +551.2% | +34.7% | +516.5% | +329.0% |
| All | +367.4% | +2,491.4% | -2,124.0% | -21.7% |
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