+7.4%
MSCI vs GPN
-28.6%
+36.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.2% |
| 7D | -1.1% | -6.2% | +5.2% | +0.5% |
| 30D | -1.2% | +1.0% | -2.2% | -1.5% |
| 3M | -8.4% | +36.9% | -45.3% | -15.2% |
| 6M | -1.0% | +16.8% | -17.8% | -5.2% |
| YTD | -2.3% | +13.2% | -15.5% | -6.0% |
| 1Y | -1.2% | +1.4% | -2.6% | -2.6% |
| All | +7.4% | -28.6% | +36.1% | +18.5% |
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