+129.9%
TLT vs GPN
+1,388.6%
-1,258.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.8% |
| 7D | -0.3% | -6.2% | +6.0% | -0.8% |
| 30D | 0.0% | +1.0% | -1.1% | +0.1% |
| 3M | -2.9% | +36.9% | -39.8% | -0.3% |
| 6M | -6.3% | +16.8% | -23.0% | -4.9% |
| YTD | -3.3% | +13.2% | -16.6% | -2.0% |
| 1Y | -4.2% | +1.4% | -5.7% | -3.7% |
| 3Y | -1.7% | -28.6% | +27.0% | -3.5% |
| 5Y | -34.9% | -47.0% | +12.1% | -37.5% |
| 10Y | -19.8% | +25.2% | -45.0% | -12.8% |
| All | +129.9% | +1,388.6% | -1,258.7% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling