+1,790.6%
O vs GPN
+2,487.0%
-696.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.9% | -4.6% | +1.7% | -1.5% |
| 30D | -4.5% | -0.3% | -4.2% | -4.6% |
| 3M | -2.6% | +35.4% | -38.1% | -11.5% |
| 6M | -5.6% | +21.7% | -27.3% | -12.2% |
| YTD | +9.3% | +14.9% | -5.6% | +2.3% |
| 1Y | +4.3% | +3.2% | +1.1% | +0.5% |
| 3Y | +27.4% | -27.1% | +54.6% | +31.7% |
| 5Y | +17.1% | -44.4% | +61.4% | +27.3% |
| 10Y | +53.7% | +27.0% | +26.7% | +28.5% |
| All | +1,790.6% | +2,487.0% | -696.4% | +764.2% |
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