+89.2%
USB vs GPN
+47.4%
+41.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +0.8% | -1.9% | +2.6% | +1.6% |
| 30D | +6.8% | +18.9% | -12.2% | -1.9% |
| 3M | -3.8% | +13.8% | -17.6% | -10.2% |
| 6M | +11.7% | +42.3% | -30.5% | -6.8% |
| YTD | +17.5% | +27.6% | -10.1% | +1.3% |
| 1Y | +33.8% | +30.3% | +3.5% | +14.1% |
| 3Y | +104.2% | -5.8% | +110.0% | +95.8% |
| 5Y | +26.4% | -22.6% | +49.0% | +28.8% |
| 10Y | +89.2% | +42.6% | +46.6% | +92.0% |
| All | +89.2% | +47.4% | +41.8% | +92.0% |
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 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