+566.9%
SPMO vs GPN
+40.8%
+526.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.9% | -4.6% | +3.7% | +0.4% |
| 30D | -1.9% | -0.3% | -1.6% | -2.0% |
| 3M | -1.4% | +35.4% | -36.8% | -11.1% |
| 6M | +25.5% | +21.7% | +3.8% | +16.2% |
| YTD | +24.8% | +14.9% | +10.0% | +16.8% |
| 1Y | +24.5% | +3.2% | +21.3% | +20.0% |
| 3Y | +157.1% | -27.1% | +184.3% | +170.1% |
| 5Y | +149.5% | -44.4% | +193.9% | +179.2% |
| 10Y | +518.1% | +27.0% | +491.1% | +479.6% |
| All | +566.9% | +40.8% | +526.1% | +515.0% |
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