+597.0%
SE vs GPN
-2.5%
+599.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.8% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -0.1% | +3.8% | -3.9% | -2.6% |
| 3M | +34.1% | +39.2% | -5.0% | +11.2% |
| 6M | +23.2% | +17.9% | +5.3% | +10.8% |
| YTD | -11.2% | +16.4% | -27.5% | -20.3% |
| 1Y | -40.5% | +3.6% | -44.2% | -43.7% |
| 3Y | +196.3% | -26.7% | +223.0% | +223.1% |
| 5Y | -67.0% | -44.8% | -22.3% | -58.5% |
| All | +597.0% | -2.5% | +599.5% | +447.4% |
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 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