+356.2%
TPR vs GPN
+39.9%
+316.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -2.3% |
| 7D | -0.3% | -5.6% | +5.4% | +2.0% |
| 30D | +15.1% | +13.6% | +1.5% | +5.8% |
| 3M | +3.5% | -2.8% | +6.3% | +3.1% |
| 6M | +0.4% | +38.1% | -37.6% | -19.6% |
| YTD | +4.6% | +19.9% | -15.3% | -11.5% |
| 1Y | +33.1% | +23.4% | +9.7% | +10.5% |
| 3Y | +396.0% | -12.6% | +408.6% | +373.8% |
| 5Y | +230.3% | -26.6% | +256.9% | +235.7% |
| All | +356.2% | +39.9% | +316.3% | +286.4% |
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