+119.6%
RF vs GPN
-8.3%
+127.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -0.1% | -1.9% | +1.7% | +0.5% |
| 30D | +7.0% | +18.9% | -11.9% | +0.6% |
| 3M | -7.0% | +13.8% | -20.9% | -11.6% |
| 6M | +6.8% | +42.3% | -35.5% | -6.9% |
| YTD | +9.9% | +27.6% | -17.7% | -1.1% |
| 1Y | +21.1% | +30.3% | -9.1% | +8.0% |
| 3Y | +119.6% | -5.8% | +125.4% | +93.4% |
| All | +119.6% | -8.3% | +127.9% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling