+83.6%
USB vs GPN
+50.3%
+33.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.5% |
| 7D | -0.5% | +4.3% | -4.8% | -2.4% |
| 30D | +5.7% | +22.1% | -16.4% | -4.1% |
| 3M | -4.7% | +17.1% | -21.8% | -12.2% |
| 6M | +13.4% | +46.7% | -33.3% | -6.8% |
| YTD | +17.0% | +30.8% | -13.8% | -0.3% |
| 1Y | +32.4% | +31.5% | +0.9% | +12.4% |
| 3Y | +101.7% | -5.1% | +106.8% | +92.8% |
| 5Y | +24.4% | -18.1% | +42.5% | +23.3% |
| 10Y | +83.6% | +53.1% | +30.4% | +83.3% |
| All | +83.6% | +50.3% | +33.3% | +83.3% |
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 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