+38.6%
GILD vs GPN
+24.6%
+14.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.7% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | +13.6% | +20.1% | -6.5% | +10.9% |
| 3M | +28.3% | +11.4% | +16.9% | +26.2% |
| 6M | +23.9% | +40.8% | -16.9% | +19.0% |
| YTD | +38.4% | +27.1% | +11.3% | +35.3% |
| 1Y | +38.6% | +29.2% | +9.4% | +34.0% |
| All | +38.6% | +24.6% | +14.0% | +34.0% |
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