+22.0%
USB vs GPN
-25.2%
+47.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | +5.8% | +20.1% | -14.3% | -2.0% |
| 3M | -6.0% | +11.4% | -17.3% | -10.6% |
| 6M | +7.8% | +40.8% | -33.1% | -7.6% |
| YTD | +14.6% | +27.1% | -12.5% | +1.2% |
| 1Y | +31.8% | +29.2% | +2.6% | +15.4% |
| 3Y | +91.5% | -9.4% | +100.9% | +90.5% |
| All | +22.0% | -25.2% | +47.2% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling