+1,779.8%
TSM vs GPN
+28.2%
+1,751.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.0% | -4.6% | +5.6% | +2.5% |
| 30D | +1.0% | -0.3% | +1.2% | +0.8% |
| 3M | +2.9% | +35.4% | -32.5% | -8.4% |
| 6M | +22.8% | +21.7% | +1.2% | +12.9% |
| YTD | +43.3% | +14.9% | +28.4% | +33.0% |
| 1Y | +69.2% | +3.2% | +66.0% | +62.4% |
| 3Y | +404.5% | -27.1% | +431.6% | +431.8% |
| 5Y | +282.2% | -44.4% | +326.6% | +334.0% |
| All | +1,779.8% | +28.2% | +1,751.6% | +1,325.6% |
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