+1,851.9%
TER vs GPN
+28.2%
+1,823.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +6.4% | -4.6% | +10.9% | +8.4% |
| 30D | -5.7% | -0.3% | -5.4% | -6.0% |
| 3M | -0.4% | +35.4% | -35.8% | -15.4% |
| 6M | +25.8% | +21.7% | +4.2% | +10.6% |
| YTD | +96.4% | +14.9% | +81.5% | +74.5% |
| 1Y | +229.2% | +3.2% | +226.0% | +205.6% |
| 3Y | +288.1% | -27.1% | +315.3% | +317.5% |
| 5Y | +219.9% | -44.4% | +264.3% | +284.0% |
| All | +1,851.9% | +28.2% | +1,823.8% | +1,411.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling