+455.3%
SN vs GPC
-11.4%
+466.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.1% |
| 7D | +7.6% | +0.8% | +6.8% | +7.3% |
| 30D | +24.1% | -1.1% | +25.2% | +24.3% |
| 3M | +23.7% | -6.6% | +30.3% | +26.5% |
| 6M | +105.5% | +22.2% | +83.3% | +87.6% |
| YTD | +105.1% | +5.1% | +100.0% | +94.6% |
| 1Y | +148.3% | +2.8% | +145.5% | +137.5% |
| 3Y | +438.7% | +2.4% | +436.3% | +397.9% |
| All | +455.3% | -11.4% | +466.7% | +395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling