+2.7%
ECL vs GPN
+8.1%
-5.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | -2.2% | +5.8% | -8.0% | -3.3% |
| 3M | +10.1% | +37.0% | -26.9% | +3.7% |
| 6M | -5.7% | +20.1% | -25.9% | -9.7% |
| YTD | +7.0% | +20.4% | -13.5% | +2.9% |
| 1Y | +2.7% | +7.4% | -4.8% | +2.1% |
| All | +2.7% | +8.1% | -5.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling