+69.5%
T vs GPN
-44.7%
+114.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +1.5% | -4.6% | +6.1% | +2.0% |
| 30D | +7.5% | -0.3% | +7.7% | +7.4% |
| 3M | +14.8% | +35.4% | -20.6% | +10.7% |
| 6M | -1.7% | +21.7% | -23.4% | -4.3% |
| YTD | +8.7% | +14.9% | -6.2% | +6.4% |
| 1Y | -7.5% | +3.2% | -10.7% | -8.2% |
| 3Y | +110.2% | -27.1% | +137.4% | +118.0% |
| All | +69.5% | -44.7% | +114.2% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling