+763.1%
PM vs GPN
+433.6%
+329.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | -3.4% | +5.8% | -9.2% | -4.7% |
| 3M | +5.2% | +37.0% | -31.8% | -2.7% |
| 6M | +3.7% | +20.1% | -16.4% | -1.6% |
| YTD | +15.8% | +20.4% | -4.6% | +9.1% |
| 1Y | +17.4% | +7.4% | +9.9% | +13.2% |
| 3Y | +116.9% | -26.1% | +143.0% | +123.5% |
| 5Y | +117.3% | -38.5% | +155.8% | +127.9% |
| 10Y | +193.8% | +28.4% | +165.4% | +139.6% |
| All | +763.1% | +433.6% | +329.6% | +323.1% |
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 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