+57.8%
SO vs GPN
-44.5%
+102.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.1% | -4.3% | +3.3% | -0.8% |
| 30D | -5.0% | 0.0% | -5.0% | -5.0% |
| 3M | -5.8% | +35.8% | -41.6% | -7.9% |
| 6M | -7.9% | +22.0% | -29.9% | -9.5% |
| YTD | +2.4% | +15.2% | -12.8% | +1.0% |
| 1Y | -2.3% | +3.5% | -5.7% | -2.7% |
| 3Y | +41.9% | -26.9% | +68.8% | +45.6% |
| All | +57.8% | -44.5% | +102.3% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling