+91.3%
RF vs GPN
-27.1%
+118.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | 0.0% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | -3.4% | +3.8% | -7.2% | -4.9% |
| 3M | +6.4% | +39.2% | -32.8% | -6.6% |
| 6M | +13.4% | +17.9% | -4.5% | +5.4% |
| YTD | +14.2% | +16.4% | -2.1% | +6.1% |
| 1Y | +15.7% | +3.6% | +12.1% | +12.6% |
| 3Y | +91.3% | -26.7% | +118.0% | +102.5% |
| All | +91.3% | -27.1% | +118.4% | +102.5% |
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