-53.2%
GPN vs COMP
-47.7%
-5.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | +5.8% | -13.3% | +19.1% | +8.0% |
| 3M | +37.0% | +41.1% | -4.1% | +29.7% |
| 6M | +20.1% | +17.2% | +3.0% | +15.8% |
| YTD | +20.4% | +5.2% | +15.2% | +17.4% |
| 1Y | +7.4% | +18.9% | -11.5% | +2.4% |
| 3Y | -26.1% | +215.9% | -242.0% | -41.4% |
| 5Y | -38.5% | -31.2% | -7.3% | -46.4% |
| All | -53.2% | -47.7% | -5.6% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling