-6.4%
T vs GPN
+20.6%
-27.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.2% |
| 7D | +5.5% | +15.0% | -9.6% | +4.4% |
| 30D | -8.9% | +16.9% | -25.9% | -9.8% |
| 3M | -5.6% | +9.2% | -14.8% | -6.4% |
| 6M | -14.3% | +34.7% | -49.0% | -14.4% |
| YTD | -7.9% | +25.4% | -33.3% | -6.9% |
| 1Y | -6.4% | +21.7% | -28.2% | -5.1% |
| All | -6.4% | +20.6% | -27.0% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling