+1,563.9%
SO vs GPN
+2,520.1%
-956.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.5% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -3.2% | +3.8% | -7.0% | -3.8% |
| 3M | -1.7% | +39.2% | -40.9% | -6.8% |
| 6M | -7.2% | +17.9% | -25.1% | -10.1% |
| YTD | +4.6% | +16.4% | -11.8% | +1.0% |
| 1Y | +1.2% | +3.6% | -2.4% | -0.7% |
| 3Y | +45.3% | -26.7% | +71.9% | +48.0% |
| 5Y | +58.7% | -44.8% | +103.5% | +66.2% |
| 10Y | +155.9% | +24.1% | +131.7% | +139.4% |
| All | +1,563.9% | +2,520.1% | -956.2% | +1,192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling