+278.4%
TER vs GPN
-27.4%
+305.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -3.9% |
| 7D | +9.4% | -3.5% | +12.9% | +10.1% |
| 30D | -2.4% | +3.1% | -5.6% | -3.2% |
| 3M | +6.5% | +42.3% | -35.7% | -3.6% |
| 6M | +23.2% | +20.9% | +2.3% | +15.4% |
| YTD | +91.5% | +15.2% | +76.3% | +81.2% |
| 1Y | +214.8% | +5.4% | +209.4% | +205.3% |
| All | +278.4% | -27.4% | +305.8% | +313.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling