-37.5%
U vs GPN
-48.4%
+11.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.6% |
| 7D | +4.5% | -0.7% | +5.2% | +4.7% |
| 30D | -0.6% | +3.8% | -4.4% | -3.1% |
| 3M | +48.4% | +39.2% | +9.3% | +20.4% |
| 6M | +115.4% | +17.9% | +97.5% | +91.1% |
| YTD | -3.2% | +16.4% | -19.6% | -14.1% |
| 1Y | -6.0% | +3.6% | -9.7% | -10.9% |
| 3Y | +13.5% | -26.7% | +40.1% | +32.0% |
| 5Y | -68.0% | -44.8% | -23.2% | -61.6% |
| All | -37.5% | -48.4% | +11.0% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling