+35.8%
MSCI vs GPN
-12.5%
+48.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.4% |
| 7D | +3.0% | -5.6% | +8.6% | +4.2% |
| 30D | +17.8% | +13.6% | +4.2% | +13.6% |
| 3M | +15.2% | -2.8% | +18.0% | +15.3% |
| 6M | +16.5% | +38.1% | -21.6% | +7.2% |
| YTD | +16.4% | +19.9% | -3.6% | +9.8% |
| 1Y | +16.8% | +23.4% | -6.6% | +9.4% |
| 3Y | +35.8% | -12.6% | +48.4% | +31.3% |
| All | +35.8% | -12.5% | +48.2% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling