+106.1%
T vs GPN
-27.4%
+133.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.5% |
| 7D | -2.4% | -3.5% | +1.1% | -2.3% |
| 30D | +4.3% | +3.1% | +1.2% | +4.1% |
| 3M | +11.6% | +42.3% | -30.7% | +9.6% |
| 6M | -5.6% | +20.9% | -26.5% | -6.4% |
| YTD | +6.6% | +15.2% | -8.7% | +5.9% |
| 1Y | -8.4% | +5.4% | -13.8% | -8.4% |
| All | +106.1% | -27.4% | +133.5% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling