+32.6%
NET vs GPN
-25.2%
+57.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.6% | -1.6% |
| 7D | -16.4% | +15.0% | -31.4% | -23.2% |
| 30D | -25.8% | +16.9% | -42.8% | -32.8% |
| 3M | -11.5% | +9.2% | -20.7% | -17.3% |
| 6M | +18.9% | +34.7% | -15.8% | -2.5% |
| YTD | +35.2% | +25.4% | +9.8% | +13.0% |
| 1Y | +14.5% | +21.7% | -7.3% | -2.8% |
| 3Y | +313.8% | -12.7% | +326.5% | +310.2% |
| 5Y | +32.6% | -25.5% | +58.1% | +55.1% |
| All | +32.6% | -25.2% | +57.7% | +55.1% |
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