+338.5%
RF vs GPN
+21.6%
+316.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.8% |
| 7D | -0.1% | -6.2% | +6.1% | +3.1% |
| 30D | -4.0% | +1.0% | -5.1% | -4.9% |
| 3M | +5.6% | +36.9% | -31.3% | -11.3% |
| 6M | +13.1% | +16.8% | -3.7% | +2.0% |
| YTD | +13.6% | +13.2% | +0.3% | +2.8% |
| 1Y | +16.0% | +1.4% | +14.5% | +10.7% |
| 3Y | +90.2% | -28.6% | +118.8% | +112.4% |
| 5Y | +87.0% | -47.0% | +134.0% | +138.2% |
| 10Y | +338.5% | +25.2% | +313.3% | +389.8% |
| All | +338.5% | +21.6% | +316.9% | +389.8% |
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 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