+113.8%
SYY vs GPN
+28.5%
+85.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.9% | -4.3% | +8.3% | +5.6% |
| 30D | -1.7% | 0.0% | -1.8% | -2.0% |
| 3M | +5.2% | +35.8% | -30.6% | -7.1% |
| 6M | -0.2% | +22.0% | -22.2% | -9.1% |
| YTD | +15.4% | +15.2% | +0.2% | +6.0% |
| 1Y | +5.6% | +3.5% | +2.1% | +0.8% |
| 3Y | +28.9% | -26.9% | +55.8% | +36.3% |
| 5Y | +24.1% | -44.2% | +68.3% | +43.6% |
| All | +113.8% | +28.5% | +85.3% | +105.9% |
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