+10.7%
U vs GPN
-27.4%
+38.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.0% |
| 7D | 0.0% | -3.5% | +3.5% | +1.7% |
| 30D | -4.1% | +3.1% | -7.2% | -5.9% |
| 3M | +57.8% | +42.3% | +15.5% | +30.4% |
| 6M | +103.5% | +20.9% | +82.7% | +81.9% |
| YTD | -4.8% | +15.2% | -20.0% | -13.0% |
| 1Y | -2.4% | +5.4% | -7.8% | -6.7% |
| All | +10.7% | -27.4% | +38.0% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling