+552.1%
USB vs GPN
+2,611.5%
-2,059.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +1.4% | +0.8% | +0.7% | +1.1% |
| 30D | -1.3% | +5.8% | -7.1% | -3.6% |
| 3M | +15.2% | +37.0% | -21.8% | +1.2% |
| 6M | +18.8% | +20.1% | -1.3% | +9.0% |
| YTD | +21.0% | +20.4% | +0.6% | +9.9% |
| 1Y | +34.0% | +7.4% | +26.6% | +26.8% |
| 3Y | +95.3% | -26.1% | +121.4% | +108.6% |
| 5Y | +40.4% | -38.5% | +78.9% | +56.1% |
| 10Y | +107.3% | +28.4% | +78.9% | +76.7% |
| All | +552.1% | +2,611.5% | -2,059.5% | +165.7% |
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