+25.7%
GPN vs COO
+17.5%
+8.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -14.7% | +16.4% | +9.6% |
| 7D | -3.5% | -23.3% | +19.8% | +10.2% |
| 30D | +3.1% | -29.5% | +32.6% | +23.3% |
| 3M | +42.3% | -20.0% | +62.3% | +58.8% |
| 6M | +20.9% | -27.2% | +48.1% | +41.6% |
| YTD | +15.2% | -33.9% | +49.1% | +42.6% |
| 1Y | +5.4% | -19.9% | +25.4% | +16.7% |
| 3Y | -27.4% | -38.1% | +10.7% | -12.1% |
| 5Y | -44.2% | -52.0% | +7.8% | -22.4% |
| All | +25.7% | +17.5% | +8.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling