+113.9%
SOXX vs GPN
+8.1%
+105.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.5% |
| 7D | +2.2% | +0.8% | +1.4% | +2.2% |
| 30D | -2.0% | +5.8% | -7.8% | -2.1% |
| 3M | -13.7% | +37.0% | -50.7% | -15.8% |
| 6M | +52.4% | +20.1% | +32.2% | +49.4% |
| YTD | +72.8% | +20.4% | +52.4% | +70.3% |
| 1Y | +113.9% | +7.4% | +106.5% | +115.9% |
| All | +113.9% | +8.1% | +105.8% | +115.9% |
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