+584.9%
XYZ vs GPN
+39.9%
+544.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | -0.5% |
| 7D | -1.1% | -5.6% | +4.6% | +2.6% |
| 30D | +11.5% | +13.6% | -2.1% | -1.8% |
| 3M | +1.8% | -2.8% | +4.6% | +1.4% |
| 6M | +21.2% | +38.1% | -16.8% | -10.7% |
| YTD | +29.9% | +19.9% | +10.0% | +5.3% |
| 1Y | +35.8% | +23.4% | +12.4% | +6.9% |
| 3Y | +62.6% | -12.6% | +75.2% | +64.1% |
| 5Y | -62.8% | -26.6% | -36.2% | -55.7% |
| All | +584.9% | +39.9% | +544.9% | +365.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling