+11.5%
TPR vs GPN
+4.0%
+7.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.6% |
| 7D | -5.1% | -3.5% | -1.6% | -4.6% |
| 30D | -27.6% | +3.1% | -30.7% | -28.3% |
| 3M | -17.5% | +42.3% | -59.8% | -24.5% |
| 6M | -21.3% | +20.9% | -42.2% | -25.7% |
| YTD | -8.5% | +15.2% | -23.7% | -11.9% |
| 1Y | +11.5% | +5.4% | +6.0% | +11.5% |
| All | +11.5% | +4.0% | +7.4% | +11.5% |
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 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