+196.3%
RF vs GPN
+2,772.9%
-2,576.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -0.1% | -1.9% | +1.7% | +0.7% |
| 30D | +7.0% | +18.9% | -11.9% | -2.4% |
| 3M | -7.0% | +13.8% | -20.9% | -13.8% |
| 6M | +6.8% | +42.3% | -35.5% | -12.2% |
| YTD | +9.9% | +27.6% | -17.7% | -6.6% |
| 1Y | +21.1% | +30.3% | -9.1% | +1.8% |
| 3Y | +119.6% | -5.8% | +125.4% | +108.4% |
| 5Y | +46.2% | -22.6% | +68.8% | +48.3% |
| 10Y | +261.5% | +42.6% | +218.9% | +171.6% |
| All | +196.3% | +2,772.9% | -2,576.6% | +1.2% |
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