-25.7%
GIS vs GPN
-44.7%
+19.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -6.4% | -4.6% | -1.8% | -6.0% |
| 30D | -6.1% | -0.3% | -5.8% | -6.1% |
| 3M | +7.8% | +35.4% | -27.6% | +5.4% |
| 6M | -8.8% | +21.7% | -30.4% | -10.3% |
| YTD | -19.1% | +14.9% | -34.0% | -20.3% |
| 1Y | -24.8% | +3.2% | -28.0% | -25.4% |
| 3Y | -37.6% | -27.1% | -10.4% | -37.5% |
| All | -25.7% | -44.7% | +19.0% | -23.1% |
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 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