+27.1%
ECL vs GPN
-46.4%
+73.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | -2.6% | -3.5% | +0.9% | -1.7% |
| 30D | -4.6% | +3.1% | -7.7% | -5.6% |
| 3M | +6.0% | +42.3% | -36.3% | -4.6% |
| 6M | -3.0% | +20.9% | -23.8% | -9.0% |
| YTD | +4.0% | +15.2% | -11.2% | -1.8% |
| 1Y | +2.0% | +5.4% | -3.4% | -1.3% |
| 3Y | +53.9% | -27.4% | +81.3% | +63.5% |
| 5Y | +27.1% | -44.2% | +71.3% | +42.3% |
| All | +27.1% | -46.4% | +73.5% | +42.3% |
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