+4,407.5%
MU vs GPN
+39.9%
+4,367.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -4.5% |
| 7D | +12.8% | -5.6% | +18.4% | +15.1% |
| 30D | -14.9% | +13.6% | -28.5% | -21.4% |
| 3M | -18.0% | -2.8% | -15.2% | -18.8% |
| 6M | -3.1% | +38.1% | -41.2% | -21.8% |
| YTD | +172.9% | +19.9% | +153.0% | +130.7% |
| 1Y | +228.8% | +23.4% | +205.4% | +172.8% |
| 3Y | +950.8% | -12.6% | +963.5% | +903.6% |
| 5Y | +931.3% | -26.6% | +957.9% | +950.5% |
| All | +4,407.5% | +39.9% | +4,367.6% | +2,844.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling