+1,139.1%
PSX vs GPN
+315.5%
+823.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.7% |
| 7D | +1.8% | -6.2% | +8.1% | +4.3% |
| 30D | +21.6% | +1.0% | +20.6% | +20.8% |
| 3M | +46.5% | +36.9% | +9.6% | +27.5% |
| 6M | +62.0% | +16.8% | +45.2% | +48.5% |
| YTD | +106.3% | +13.2% | +93.1% | +89.3% |
| 1Y | +103.0% | +1.4% | +101.5% | +93.7% |
| 3Y | +135.5% | -28.6% | +164.2% | +152.8% |
| 5Y | +368.5% | -47.0% | +415.5% | +452.8% |
| 10Y | +386.6% | +25.2% | +361.4% | +310.7% |
| All | +1,139.1% | +315.5% | +823.6% | +487.7% |
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