-50.6%
GPN vs COMP
-52.0%
+1.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.7% | -8.2% | +0.9% |
| 7D | +0.6% | +13.4% | -12.9% | -1.5% |
| 30D | +20.1% | +11.1% | +9.0% | +17.8% |
| 3M | +11.4% | -18.8% | +30.2% | +14.3% |
| 6M | +40.8% | +10.5% | +30.3% | +37.4% |
| YTD | +27.1% | -3.4% | +30.5% | +25.0% |
| 1Y | +29.2% | +19.7% | +9.5% | +23.0% |
| 3Y | -9.4% | +381.6% | -391.0% | -32.0% |
| 5Y | -25.1% | -17.6% | -7.5% | -34.9% |
| All | -50.6% | -52.0% | +1.3% | -56.4% |
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