+83.1%
SPY vs GPN
-44.7%
+127.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -0.8% | -4.6% | +3.8% | +0.4% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +3.9% | +35.4% | -31.6% | -4.8% |
| 6M | +13.6% | +21.7% | -8.1% | +6.6% |
| YTD | +12.7% | +14.9% | -2.2% | +6.8% |
| 1Y | +17.5% | +3.2% | +14.3% | +14.5% |
| 3Y | +76.9% | -27.1% | +104.0% | +86.5% |
| All | +83.1% | -44.7% | +127.8% | +99.4% |
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