-24.1%
TE vs GPN
-27.6%
+3.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | +0.2% | -4.6% | +4.8% | +2.5% |
| 30D | -5.9% | -0.3% | -5.6% | -6.5% |
| 3M | -45.6% | +35.4% | -81.0% | -56.8% |
| 6M | -43.4% | +21.7% | -65.0% | -51.8% |
| YTD | -31.0% | +14.9% | -45.9% | -40.5% |
| 1Y | +145.2% | +3.2% | +142.0% | +129.7% |
| 3Y | -24.1% | -27.1% | +3.1% | -8.9% |
| All | -24.1% | -27.6% | +3.5% | -8.9% |
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