-25.8%
TE vs GPN
+20.6%
-46.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.7% |
| 7D | +3.8% | +15.0% | -11.2% | +4.7% |
| 30D | -26.2% | +16.9% | -43.1% | -25.5% |
| 3M | -49.7% | +9.2% | -58.9% | -49.3% |
| 6M | -46.5% | +34.7% | -81.2% | -48.0% |
| YTD | -59.1% | +25.4% | -84.5% | -60.3% |
| 1Y | -25.8% | +21.7% | -47.6% | -25.7% |
| All | -25.8% | +20.6% | -46.4% | -25.7% |
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 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