+2,417.1%
MSCI vs GPN
+348.3%
+2,068.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +0.4% | +0.8% | -0.4% | 0.0% |
| 30D | +0.6% | +5.8% | -5.2% | -2.3% |
| 3M | -7.1% | +37.0% | -44.1% | -20.9% |
| 6M | +0.8% | +20.1% | -19.3% | -9.3% |
| YTD | +1.0% | +20.4% | -19.4% | -10.3% |
| 1Y | +4.3% | +7.4% | -3.1% | -2.7% |
| 3Y | +9.9% | -26.1% | +36.1% | +17.2% |
| 5Y | -6.8% | -38.5% | +31.8% | +4.7% |
| 10Y | +614.7% | +28.4% | +586.3% | +406.2% |
| All | +2,417.1% | +348.3% | +2,068.9% | +625.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling