+67.9%
NI vs GPN
-27.6%
+95.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -4.6% | +4.6% | +0.4% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | -10.6% | +35.4% | -46.0% | -12.7% |
| 6M | -9.3% | +21.7% | -31.0% | -10.9% |
| YTD | +1.1% | +14.9% | -13.7% | 0.0% |
| 1Y | +3.4% | +3.2% | +0.2% | +3.5% |
| 3Y | +67.9% | -27.1% | +95.0% | +67.4% |
| All | +67.9% | -27.6% | +95.5% | +67.4% |
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