+434.6%
MS vs GPN
+2,611.5%
-2,176.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.2% |
| 7D | +1.4% | +0.8% | +0.6% | +0.9% |
| 30D | -0.3% | +5.8% | -6.0% | -3.6% |
| 3M | +0.3% | +37.0% | -36.7% | -17.3% |
| 6M | +31.3% | +20.1% | +11.2% | +15.3% |
| YTD | +24.7% | +20.4% | +4.2% | +7.7% |
| 1Y | +47.9% | +7.4% | +40.5% | +35.0% |
| 3Y | +178.3% | -26.1% | +204.5% | +199.3% |
| 5Y | +144.9% | -38.5% | +183.4% | +176.3% |
| 10Y | +804.5% | +28.4% | +776.1% | +526.4% |
| All | +434.6% | +2,611.5% | -2,176.9% | -10.7% |
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