+252.8%
SPOT vs GPN
-14.4%
+267.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.1% | -4.3% | +1.2% | -1.5% |
| 30D | +7.4% | 0.0% | +7.4% | +7.3% |
| 3M | +8.2% | +35.8% | -27.6% | -3.9% |
| 6M | +2.2% | +22.0% | -19.8% | -5.9% |
| YTD | -9.5% | +15.2% | -24.7% | -15.4% |
| 1Y | -23.8% | +3.5% | -27.3% | -26.5% |
| 3Y | +233.5% | -26.9% | +260.4% | +254.5% |
| 5Y | +112.2% | -44.2% | +156.4% | +144.2% |
| All | +252.8% | -14.4% | +267.3% | +173.1% |
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