-42.6%
TE vs GPN
+20.6%
-63.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.8% | -8.5% | -6.8% |
| 7D | +0.9% | -3.5% | +4.4% | +1.1% |
| 30D | -16.3% | +3.1% | -19.4% | -17.0% |
| 3M | -40.8% | +42.3% | -83.0% | -51.9% |
| 6M | -42.6% | +20.9% | -63.5% | -50.4% |
| All | -42.6% | +20.6% | -63.2% | -50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling