-26.7%
GPN vs COO
-23.3%
-3.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -2.3% |
| 7D | -0.7% | -2.3% | +1.6% | +0.2% |
| 30D | +3.8% | -8.8% | +12.6% | +7.6% |
| 3M | +39.2% | +1.3% | +37.8% | +38.7% |
| 6M | +17.9% | -11.6% | +29.5% | +23.6% |
| YTD | +16.4% | -17.4% | +33.8% | +25.2% |
| 1Y | +3.6% | -1.6% | +5.2% | +4.9% |
| 3Y | -26.7% | -22.6% | -4.0% | -25.6% |
| All | -26.7% | -23.3% | -3.4% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling