+23.5%
GPN vs COO
+37.7%
-14.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.5% | +0.8% |
| 7D | -6.2% | -9.0% | +2.7% | -1.3% |
| 30D | +1.0% | -16.8% | +17.9% | +11.7% |
| 3M | +36.9% | -7.5% | +44.4% | +42.9% |
| 6M | +16.8% | -16.3% | +33.1% | +28.3% |
| YTD | +13.2% | -22.5% | +35.8% | +30.1% |
| 1Y | +1.4% | -7.0% | +8.4% | +4.7% |
| 3Y | -28.6% | -27.5% | -1.2% | -19.8% |
| 5Y | -47.0% | -43.3% | -3.7% | -31.9% |
| All | +23.5% | +37.7% | -14.2% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling