+31.8%
USB vs GPN
+24.6%
+7.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.0% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +5.8% | +20.1% | -14.3% | +1.9% |
| 3M | -6.0% | +11.4% | -17.3% | -8.1% |
| 6M | +7.8% | +40.8% | -33.1% | -0.3% |
| YTD | +14.6% | +27.1% | -12.5% | +10.2% |
| 1Y | +31.8% | +29.2% | +2.6% | +25.0% |
| All | +31.8% | +24.6% | +7.2% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling