+991.1%
NI vs GPN
+2,494.6%
-1,503.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | -0.6% | -3.5% | +2.9% | +0.2% |
| 30D | -1.4% | +3.1% | -4.5% | -2.2% |
| 3M | -10.6% | +42.3% | -52.9% | -17.6% |
| 6M | -9.9% | +20.9% | -30.8% | -14.5% |
| YTD | +1.2% | +15.2% | -14.1% | -3.7% |
| 1Y | +4.4% | +5.4% | -1.0% | +1.1% |
| 3Y | +68.6% | -27.4% | +96.0% | +73.5% |
| 5Y | +98.0% | -44.2% | +142.2% | +111.0% |
| 10Y | +143.6% | +27.4% | +116.3% | +112.3% |
| All | +991.1% | +2,494.6% | -1,503.5% | +548.8% |
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