+50.7%
O vs GPN
+28.5%
+22.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | -4.3% | +1.5% | -1.6% |
| 30D | -4.5% | 0.0% | -4.5% | -4.7% |
| 3M | -2.6% | +35.8% | -38.5% | -11.6% |
| 6M | -5.6% | +22.0% | -27.6% | -12.3% |
| YTD | +9.3% | +15.2% | -5.9% | +2.3% |
| 1Y | +4.3% | +3.5% | +0.8% | +0.7% |
| 3Y | +27.4% | -26.9% | +54.4% | +33.6% |
| 5Y | +17.1% | -44.2% | +61.3% | +32.1% |
| All | +50.7% | +28.5% | +22.2% | +46.1% |
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 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