+199.8%
TER vs GPN
+8.1%
+191.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.6% |
| 7D | +0.6% | +0.8% | -0.2% | +0.7% |
| 30D | -8.3% | +5.8% | -14.1% | -7.5% |
| 3M | -12.2% | +37.0% | -49.2% | -9.0% |
| 6M | +17.0% | +20.1% | -3.1% | +19.4% |
| YTD | +84.6% | +20.4% | +64.2% | +89.1% |
| 1Y | +199.8% | +7.4% | +192.4% | +198.3% |
| All | +199.8% | +8.1% | +191.7% | +198.3% |
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 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