+52.0%
V vs GPN
-27.4%
+79.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -3.0% | -3.5% | +0.5% | -2.0% |
| 30D | +1.2% | +3.1% | -1.9% | +0.2% |
| 3M | +13.9% | +42.3% | -28.4% | +2.3% |
| 6M | +17.2% | +20.9% | -3.6% | +10.0% |
| YTD | +5.3% | +15.2% | -9.9% | -0.1% |
| 1Y | +9.5% | +5.4% | +4.0% | +6.4% |
| All | +52.0% | -27.4% | +79.4% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling