+229.2%
TER vs GPN
+4.8%
+224.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.5% |
| 7D | +6.4% | -4.6% | +10.9% | +5.6% |
| 30D | -5.7% | -0.3% | -5.4% | -5.7% |
| 3M | -0.4% | +35.4% | -35.8% | +3.0% |
| 6M | +25.8% | +21.7% | +4.2% | +28.2% |
| YTD | +96.4% | +14.9% | +81.5% | +99.9% |
| 1Y | +229.2% | +3.2% | +226.0% | +227.1% |
| All | +229.2% | +4.8% | +224.4% | +227.1% |
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