+265.2%
SU vs GPN
+28.5%
+236.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.2% | -4.3% | +6.6% | +3.7% |
| 30D | +8.4% | 0.0% | +8.4% | +8.2% |
| 3M | +12.1% | +35.8% | -23.7% | -0.7% |
| 6M | +19.7% | +22.0% | -2.3% | +8.8% |
| YTD | +58.4% | +15.2% | +43.2% | +45.4% |
| 1Y | +67.2% | +3.5% | +63.7% | +59.0% |
| 3Y | +125.0% | -26.9% | +152.0% | +136.9% |
| 5Y | +355.1% | -44.2% | +399.3% | +423.4% |
| All | +265.2% | +28.5% | +236.6% | +258.6% |
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