+3.6%
GPN vs COMP
+11.9%
-8.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -2.6% |
| 7D | -0.7% | +4.1% | -4.8% | -1.6% |
| 30D | +3.8% | -14.5% | +18.4% | +7.5% |
| 3M | +39.2% | +41.8% | -2.7% | +28.8% |
| 6M | +17.9% | +23.6% | -5.7% | +11.4% |
| YTD | +16.4% | +1.7% | +14.7% | +13.4% |
| 1Y | +3.6% | +12.6% | -8.9% | -4.6% |
| All | +3.6% | +11.9% | -8.2% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling