+440.4%
SN vs GPC
+1.3%
+439.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +7.6% | +0.4% | +7.2% | +7.4% |
| 30D | +22.4% | -1.8% | +24.3% | +23.0% |
| 3M | +21.7% | -6.6% | +28.2% | +24.6% |
| 6M | +102.8% | +21.3% | +81.5% | +84.2% |
| YTD | +102.4% | +4.3% | +98.1% | +91.5% |
| 1Y | +139.0% | +3.3% | +135.7% | +127.0% |
| 3Y | +440.4% | +0.8% | +439.6% | +388.9% |
| All | +440.4% | +1.3% | +439.1% | +388.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling