+218.7%
TPR vs GPN
-46.4%
+265.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.3% |
| 7D | -7.3% | -6.2% | -1.1% | -5.1% |
| 30D | -30.7% | +1.0% | -31.8% | -31.5% |
| 3M | -21.6% | +36.9% | -58.5% | -31.6% |
| 6M | -21.3% | +16.8% | -38.1% | -27.5% |
| YTD | -10.2% | +13.2% | -23.4% | -16.8% |
| 1Y | +9.5% | +1.4% | +8.1% | +5.9% |
| 3Y | +280.8% | -28.6% | +309.4% | +316.3% |
| 5Y | +218.7% | -47.0% | +265.7% | +273.2% |
| All | +218.7% | -46.4% | +265.1% | +273.2% |
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