+273.4%
T vs GPN
+2,449.8%
-2,176.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.2% |
| 7D | -3.1% | -6.2% | +3.2% | -1.8% |
| 30D | +4.6% | +1.0% | +3.5% | +4.2% |
| 3M | +12.2% | +36.9% | -24.7% | +4.4% |
| 6M | -6.5% | +16.8% | -23.2% | -10.3% |
| YTD | +4.9% | +13.2% | -8.3% | +0.5% |
| 1Y | -10.5% | +1.4% | -11.9% | -12.4% |
| 3Y | +104.6% | -28.6% | +133.2% | +111.0% |
| 5Y | +64.2% | -47.0% | +111.2% | +77.0% |
| 10Y | +68.4% | +25.2% | +43.3% | +44.7% |
| All | +273.4% | +2,449.8% | -2,176.4% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling