-49.3%
TE vs GPN
-44.5%
-4.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.2% | -4.3% | +4.5% | +2.3% |
| 30D | -5.9% | 0.0% | -5.9% | -6.6% |
| 3M | -45.6% | +35.8% | -81.4% | -56.3% |
| 6M | -43.4% | +22.0% | -65.4% | -51.4% |
| YTD | -31.0% | +15.2% | -46.2% | -40.3% |
| 1Y | +145.2% | +3.5% | +141.7% | +127.4% |
| 3Y | -24.1% | -26.9% | +2.9% | -13.5% |
| All | -49.3% | -44.5% | -4.8% | -41.8% |
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