-55.3%
GPN vs COMP
-52.8%
-2.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.1% | -9.9% | -11.7% |
| 7D | -7.1% | +8.9% | -16.0% | -8.5% |
| 30D | +7.7% | +14.0% | -6.3% | +5.1% |
| 3M | -0.1% | -21.1% | +21.0% | +2.9% |
| 6M | +29.4% | +20.1% | +9.3% | +24.7% |
| YTD | +15.1% | -5.0% | +20.1% | +13.3% |
| 1Y | +15.4% | +5.7% | +9.8% | +11.8% |
| 3Y | -16.5% | +412.2% | -428.8% | -37.9% |
| 5Y | -29.6% | -12.1% | -17.5% | -39.2% |
| All | -55.3% | -52.8% | -2.6% | -60.5% |
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