+2,996.3%
MSFT vs GPN
+2,520.1%
+476.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | 0.0% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -1.0% | +3.8% | -4.9% | -2.5% |
| 3M | +20.2% | +39.2% | -19.0% | +6.5% |
| 6M | +21.3% | +17.9% | +3.4% | +13.3% |
| YTD | +2.8% | +16.4% | -13.6% | -4.3% |
| 1Y | 0.0% | +3.6% | -3.7% | -3.8% |
| 3Y | +51.2% | -26.7% | +77.9% | +58.0% |
| 5Y | +71.4% | -44.8% | +116.2% | +92.0% |
| 10Y | +868.6% | +24.1% | +844.5% | +708.7% |
| All | +2,996.3% | +2,520.1% | +476.2% | +840.0% |
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