+72.5%
SMR vs GPN
-27.4%
+99.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.3% | -6.4% |
| 7D | +4.7% | -3.5% | +8.2% | +6.3% |
| 30D | +3.2% | +3.1% | +0.1% | +1.1% |
| 3M | +9.9% | +42.3% | -32.4% | -12.1% |
| 6M | -15.1% | +20.9% | -36.0% | -24.7% |
| YTD | -27.9% | +15.2% | -43.2% | -35.2% |
| 1Y | -70.2% | +5.4% | -75.7% | -71.8% |
| All | +72.5% | -27.4% | +99.9% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling