+449.1%
SN vs GPC
-12.7%
+461.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +3.5% | -2.1% | +5.6% | +4.3% |
| 30D | +19.4% | -4.5% | +24.0% | +21.3% |
| 3M | +20.9% | -7.7% | +28.6% | +24.2% |
| 6M | +111.1% | +24.3% | +86.8% | +91.4% |
| YTD | +102.8% | +3.5% | +99.3% | +93.6% |
| 1Y | +146.2% | +0.7% | +145.4% | +137.3% |
| 3Y | +441.4% | 0.0% | +441.4% | +403.6% |
| All | +449.1% | -12.7% | +461.8% | +392.6% |
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