-66.9%
SE vs GPN
-46.4%
-20.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.8% |
| 7D | -4.8% | -3.5% | -1.3% | -3.2% |
| 30D | -18.1% | +3.1% | -21.2% | -19.8% |
| 3M | +30.6% | +42.3% | -11.7% | +7.8% |
| 6M | +20.8% | +20.9% | -0.1% | +7.7% |
| YTD | -15.6% | +15.2% | -30.8% | -23.5% |
| 1Y | -44.2% | +5.4% | -49.7% | -47.4% |
| 3Y | +181.5% | -27.4% | +208.9% | +215.5% |
| 5Y | -66.9% | -44.2% | -22.7% | -60.2% |
| All | -66.9% | -46.4% | -20.6% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling