-85.6%
SMR vs GPN
+20.6%
-106.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.5% | -3.9% |
| 7D | -9.5% | +15.0% | -24.5% | -13.5% |
| 30D | -33.2% | +16.9% | -50.1% | -36.6% |
| 3M | -45.9% | +9.2% | -55.1% | -47.7% |
| 6M | -57.9% | +34.7% | -92.6% | -63.2% |
| YTD | -63.8% | +25.4% | -89.2% | -66.9% |
| 1Y | -85.6% | +21.7% | -107.3% | -86.3% |
| All | -85.6% | +20.6% | -106.2% | -86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling