+1,384.0%
MU vs GPN
-28.6%
+1,412.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.4% | +3.4% |
| 7D | +7.5% | -6.2% | +13.7% | +9.1% |
| 30D | +19.4% | +1.0% | +18.3% | +19.0% |
| 3M | +9.8% | +36.9% | -27.1% | -0.5% |
| 6M | +164.1% | +16.8% | +147.4% | +149.0% |
| YTD | +260.3% | +13.2% | +247.1% | +241.2% |
| 1Y | +661.2% | +1.4% | +659.7% | +648.1% |
| All | +1,384.0% | -28.6% | +1,412.7% | +1,499.2% |
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