+439.5%
SN vs GPC
-13.4%
+452.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.2% |
| 7D | +7.2% | +1.6% | +5.6% | +6.6% |
| 30D | +20.4% | -2.1% | +22.5% | +21.0% |
| 3M | +23.9% | -6.8% | +30.7% | +26.8% |
| 6M | +93.0% | +18.6% | +74.5% | +78.2% |
| YTD | +99.2% | +2.7% | +96.6% | +90.7% |
| 1Y | +142.6% | +1.8% | +140.8% | +132.9% |
| 3Y | +398.8% | +1.1% | +397.7% | +364.8% |
| All | +439.5% | -13.4% | +452.8% | +385.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling