+153.1%
SO vs GPN
+28.2%
+124.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.1% | -4.6% | +3.5% | -0.2% |
| 30D | -5.0% | -0.3% | -4.7% | -5.1% |
| 3M | -5.8% | +35.4% | -41.2% | -11.8% |
| 6M | -7.9% | +21.7% | -29.6% | -12.4% |
| YTD | +2.4% | +14.9% | -12.5% | -2.0% |
| 1Y | -2.3% | +3.2% | -5.5% | -4.5% |
| 3Y | +41.9% | -27.1% | +69.0% | +47.1% |
| 5Y | +58.1% | -44.4% | +102.4% | +72.8% |
| All | +153.1% | +28.2% | +124.9% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling