+611.5%
MSCI vs GPN
+28.6%
+582.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -2.0% |
| 7D | -4.7% | -3.5% | -1.2% | -3.2% |
| 30D | -2.2% | +3.1% | -5.3% | -3.7% |
| 3M | -9.7% | +42.3% | -52.0% | -23.3% |
| 6M | +0.3% | +20.9% | -20.6% | -9.2% |
| YTD | -3.5% | +15.2% | -18.7% | -11.6% |
| 1Y | -1.4% | +5.4% | -6.8% | -6.5% |
| 3Y | +6.6% | -27.4% | +34.0% | +15.0% |
| 5Y | -10.9% | -44.2% | +33.3% | +6.3% |
| All | +611.5% | +28.6% | +582.9% | +457.4% |
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