+520.6%
USB vs GPN
+2,690.9%
-2,170.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -1.5% | +10.8% | -12.3% | -5.7% |
| 30D | +4.3% | +16.1% | -11.8% | -2.1% |
| 3M | -6.1% | +8.9% | -15.0% | -9.9% |
| 6M | +9.4% | +37.6% | -28.2% | -4.9% |
| YTD | +15.2% | +23.9% | -8.8% | +2.7% |
| 1Y | +32.8% | +21.5% | +11.3% | +19.2% |
| 3Y | +91.3% | -13.7% | +105.0% | +90.9% |
| 5Y | +22.7% | -27.0% | +49.6% | +27.7% |
| 10Y | +97.0% | +42.4% | +54.6% | +61.0% |
| All | +520.6% | +2,690.9% | -2,170.3% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling