+84.9%
USB vs GPN
+47.3%
+37.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -2.0% |
| 7D | +1.4% | +3.7% | -2.2% | -0.3% |
| 30D | +6.4% | +23.6% | -17.2% | -3.9% |
| 3M | -4.5% | +18.3% | -22.8% | -12.4% |
| 6M | +11.4% | +47.8% | -36.4% | -8.7% |
| YTD | +17.1% | +32.6% | -15.5% | -0.8% |
| 1Y | +32.6% | +36.0% | -3.4% | +10.8% |
| 3Y | +101.8% | -3.9% | +105.7% | +91.9% |
| 5Y | +25.1% | -19.4% | +44.5% | +25.1% |
| 10Y | +84.9% | +52.1% | +32.8% | +83.4% |
| All | +84.9% | +47.3% | +37.5% | +83.4% |
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