+27.6%
O vs GPN
-27.4%
+55.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | -3.5% | -3.5% | 0.0% | -3.3% |
| 30D | -3.3% | +3.1% | -6.5% | -3.6% |
| 3M | -2.8% | +42.3% | -45.1% | -5.3% |
| 6M | -5.8% | +20.9% | -26.6% | -7.2% |
| YTD | +9.4% | +15.2% | -5.8% | +8.1% |
| 1Y | +5.7% | +5.4% | +0.2% | +5.3% |
| All | +27.6% | -27.4% | +55.0% | +33.1% |
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 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