+810.6%
SPY vs GPN
+2,520.1%
-1,709.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +0.5% |
| 7D | +0.5% | -0.7% | +1.3% | +0.7% |
| 30D | -0.9% | +3.8% | -4.8% | -2.3% |
| 3M | +3.9% | +39.2% | -35.3% | -7.2% |
| 6M | +14.5% | +17.9% | -3.4% | +7.2% |
| YTD | +12.9% | +16.4% | -3.4% | +5.2% |
| 1Y | +19.4% | +3.6% | +15.7% | +14.9% |
| 3Y | +78.5% | -26.7% | +105.1% | +86.6% |
| 5Y | +81.8% | -44.8% | +126.5% | +102.3% |
| 10Y | +311.5% | +24.1% | +287.4% | +244.6% |
| All | +810.6% | +2,520.1% | -1,709.5% | +257.1% |
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 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