+216.4%
TER vs GPN
-44.5%
+260.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +6.4% | -4.3% | +10.7% | +7.7% |
| 30D | -5.7% | 0.0% | -5.7% | -6.0% |
| 3M | -0.4% | +35.8% | -36.2% | -11.9% |
| 6M | +25.8% | +22.0% | +3.8% | +14.4% |
| YTD | +96.4% | +15.2% | +81.2% | +80.5% |
| 1Y | +229.2% | +3.5% | +225.7% | +213.9% |
| 3Y | +288.1% | -26.9% | +315.1% | +320.8% |
| All | +216.4% | -44.5% | +260.9% | +249.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling