-1.4%
MSCI vs GPN
+4.0%
-5.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.7% |
| 7D | -4.7% | -3.5% | -1.2% | -3.9% |
| 30D | -2.2% | +3.1% | -5.3% | -2.9% |
| 3M | -9.7% | +42.3% | -52.0% | -16.5% |
| 6M | +0.3% | +20.9% | -20.6% | -4.2% |
| YTD | -3.5% | +15.2% | -18.7% | -7.0% |
| 1Y | -1.4% | +5.4% | -6.8% | -2.2% |
| All | -1.4% | +4.0% | -5.4% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling