-62.8%
W vs GPN
-46.4%
-16.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.4% | -4.0% |
| 7D | +0.5% | -3.5% | +4.0% | +3.1% |
| 30D | -5.6% | +3.1% | -8.7% | -8.6% |
| 3M | +41.9% | +42.3% | -0.4% | +6.9% |
| 6M | +30.2% | +20.9% | +9.4% | +10.6% |
| YTD | -2.9% | +15.2% | -18.2% | -16.0% |
| 1Y | +11.6% | +5.4% | +6.1% | +2.2% |
| 3Y | +37.0% | -27.4% | +64.4% | +71.2% |
| 5Y | -62.8% | -44.2% | -18.6% | -46.5% |
| All | -62.8% | -46.4% | -16.5% | -46.5% |
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