+797.8%
PH vs GPN
+28.2%
+769.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.3% | -4.6% | +3.3% | +0.9% |
| 30D | -11.0% | -0.3% | -10.7% | -11.2% |
| 3M | +5.5% | +35.4% | -29.9% | -10.3% |
| 6M | +1.5% | +21.7% | -20.2% | -10.3% |
| YTD | +8.8% | +14.9% | -6.1% | -2.7% |
| 1Y | +24.5% | +3.2% | +21.3% | +16.8% |
| 3Y | +141.2% | -27.1% | +168.3% | +162.1% |
| 5Y | +256.3% | -44.4% | +300.7% | +333.0% |
| All | +797.8% | +28.2% | +769.7% | +764.6% |
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