+156.3%
ECL vs GPN
+28.2%
+128.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.1% | -4.6% | +3.5% | +0.7% |
| 30D | -0.8% | -0.3% | -0.5% | -1.0% |
| 3M | +5.0% | +35.4% | -30.4% | -7.4% |
| 6M | +0.2% | +21.7% | -21.4% | -8.7% |
| YTD | +5.8% | +14.9% | -9.1% | -2.5% |
| 1Y | +1.5% | +3.2% | -1.7% | -2.6% |
| 3Y | +55.0% | -27.1% | +82.1% | +64.6% |
| 5Y | +29.3% | -44.4% | +73.6% | +50.8% |
| All | +156.3% | +28.2% | +128.2% | +132.5% |
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 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