+213.6%
RF vs GPN
+39.9%
+173.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | -0.8% |
| 7D | +1.9% | -5.6% | +7.6% | +4.2% |
| 30D | +7.3% | +13.6% | -6.3% | -1.0% |
| 3M | -7.9% | -2.8% | -5.1% | -8.3% |
| 6M | +10.5% | +38.1% | -27.5% | -9.5% |
| YTD | +9.6% | +19.9% | -10.3% | -5.4% |
| 1Y | +20.3% | +23.4% | -3.1% | +2.2% |
| 3Y | +119.5% | -12.6% | +132.2% | +115.4% |
| 5Y | +48.2% | -26.6% | +74.8% | +54.1% |
| All | +213.6% | +39.9% | +173.7% | +227.9% |
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