+3.7%
SO vs GPN
+20.6%
-16.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.7% |
| 7D | +1.7% | +15.0% | -13.3% | +2.2% |
| 30D | +11.1% | +16.9% | -5.8% | +11.7% |
| 3M | +0.7% | +9.2% | -8.5% | +0.9% |
| 6M | -1.4% | +34.7% | -36.1% | +0.1% |
| YTD | +9.4% | +25.4% | -16.0% | +11.3% |
| 1Y | +3.7% | +21.7% | -18.0% | +6.2% |
| All | +3.7% | +20.6% | -16.9% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling