+55.0%
ECL vs GPN
-27.6%
+82.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -1.1% | -4.6% | +3.5% | -0.3% |
| 30D | -0.8% | -0.3% | -0.5% | -0.9% |
| 3M | +5.0% | +35.4% | -30.4% | -0.7% |
| 6M | +0.2% | +21.7% | -21.4% | -3.9% |
| YTD | +5.8% | +14.9% | -9.1% | +2.1% |
| 1Y | +1.5% | +3.2% | -1.7% | -0.1% |
| 3Y | +55.0% | -27.1% | +82.1% | +56.7% |
| All | +55.0% | -27.6% | +82.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling