+704.0%
PG vs GPN
+2,487.0%
-1,783.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -4.6% | +3.8% | 0.0% |
| 30D | +0.8% | -0.3% | +1.1% | +0.8% |
| 3M | -1.3% | +35.4% | -36.8% | -6.3% |
| 6M | -3.8% | +21.7% | -25.5% | -7.4% |
| YTD | +3.6% | +14.9% | -11.3% | +0.2% |
| 1Y | -5.7% | +3.2% | -8.9% | -7.4% |
| 3Y | +1.6% | -27.1% | +28.7% | +3.8% |
| 5Y | +14.6% | -44.4% | +59.0% | +20.2% |
| 10Y | +121.2% | +27.0% | +94.2% | +96.0% |
| All | +704.0% | +2,487.0% | -1,783.0% | +338.9% |
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