-75.5%
SMR vs GPN
+5.1%
-80.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | 0.0% | -15.7% | -15.7% |
| 7D | -11.2% | -4.3% | -6.9% | -10.1% |
| 30D | -10.2% | 0.0% | -10.2% | -10.5% |
| 3M | -10.0% | +35.8% | -45.8% | -22.4% |
| 6M | -30.5% | +22.0% | -52.5% | -37.4% |
| YTD | -39.2% | +15.2% | -54.4% | -43.4% |
| 1Y | -75.5% | +3.5% | -79.0% | -75.7% |
| All | -75.5% | +5.1% | -80.6% | -75.7% |
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