-56.0%
GPN vs COMP
-49.7%
-6.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -6.2% | +0.8% | -7.1% | -6.4% |
| 30D | +1.0% | -13.9% | +14.9% | +3.3% |
| 3M | +36.9% | +30.7% | +6.2% | +31.2% |
| 6M | +16.8% | +18.7% | -1.9% | +12.4% |
| YTD | +13.2% | +1.0% | +12.2% | +11.1% |
| 1Y | +1.4% | +15.1% | -13.6% | -2.8% |
| 3Y | -28.6% | +219.8% | -248.4% | -43.4% |
| 5Y | -47.0% | -28.7% | -18.3% | -53.6% |
| All | -56.0% | -49.7% | -6.3% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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