+4,812.5%
PH vs GPN
+2,449.8%
+2,362.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.5% |
| 7D | 0.0% | -6.2% | +6.2% | +2.7% |
| 30D | -10.3% | +1.0% | -11.3% | -11.0% |
| 3M | +5.1% | +36.9% | -31.8% | -9.3% |
| 6M | +2.3% | +16.8% | -14.5% | -6.5% |
| YTD | +8.7% | +13.2% | -4.5% | -0.8% |
| 1Y | +26.8% | +1.4% | +25.3% | +20.6% |
| 3Y | +139.2% | -28.6% | +167.8% | +157.4% |
| 5Y | +251.1% | -47.0% | +298.1% | +315.7% |
| 10Y | +812.6% | +25.2% | +787.4% | +662.9% |
| All | +4,812.5% | +2,449.8% | +2,362.7% | +1,613.8% |
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