+7.5%
SMR vs GPN
-31.4%
+38.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.1% |
| 7D | +13.1% | -6.2% | +19.3% | +16.0% |
| 30D | +17.8% | +1.0% | +16.7% | +16.9% |
| 3M | +8.1% | +36.9% | -28.8% | -8.1% |
| 6M | -11.1% | +16.8% | -27.9% | -18.1% |
| YTD | -23.7% | +13.2% | -36.9% | -29.6% |
| 1Y | -69.4% | +1.4% | -70.9% | -70.3% |
| 3Y | +82.6% | -28.6% | +111.2% | +100.4% |
| All | +7.5% | -31.4% | +38.8% | +10.7% |
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 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