+672.0%
UL vs GPN
+2,449.8%
-1,777.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.1% |
| 7D | -3.2% | -6.2% | +3.0% | -2.0% |
| 30D | -0.6% | +1.0% | -1.6% | -0.9% |
| 3M | +9.4% | +36.9% | -27.5% | +2.7% |
| 6M | -4.1% | +16.8% | -20.9% | -7.6% |
| YTD | -2.0% | +13.2% | -15.2% | -5.5% |
| 1Y | -9.0% | +1.4% | -10.4% | -10.5% |
| 3Y | +21.8% | -28.6% | +50.5% | +25.5% |
| 5Y | +20.6% | -47.0% | +67.6% | +29.2% |
| 10Y | +67.7% | +25.2% | +42.6% | +44.0% |
| All | +672.0% | +2,449.8% | -1,777.8% | +330.0% |
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