-10.1%
MSCI vs GPN
-46.4%
+36.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.5% |
| 7D | -1.1% | -6.2% | +5.2% | +1.1% |
| 30D | -1.2% | +1.0% | -2.2% | -1.6% |
| 3M | -8.4% | +36.9% | -45.3% | -18.0% |
| 6M | -1.0% | +16.8% | -17.8% | -6.9% |
| YTD | -2.3% | +13.2% | -15.5% | -7.7% |
| 1Y | -1.2% | +1.4% | -2.6% | -3.4% |
| 3Y | +7.9% | -28.6% | +36.6% | +17.2% |
| 5Y | -10.1% | -47.0% | +36.9% | -0.3% |
| All | -10.1% | -46.4% | +36.3% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling