+71.3%
V vs GPN
-44.5%
+115.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.2% | -4.3% | +3.1% | +0.3% |
| 30D | +3.1% | 0.0% | +3.1% | +2.9% |
| 3M | +16.3% | +35.8% | -19.5% | +3.5% |
| 6M | +20.4% | +22.0% | -1.6% | +10.7% |
| YTD | +6.3% | +15.2% | -8.9% | -0.9% |
| 1Y | +8.7% | +3.5% | +5.2% | +5.3% |
| 3Y | +53.3% | -26.9% | +80.2% | +65.4% |
| All | +71.3% | -44.5% | +115.8% | +106.8% |
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