-44.8%
GPN vs COO
-39.5%
-5.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -2.1% |
| 7D | -0.7% | -2.3% | +1.6% | +0.4% |
| 30D | +3.8% | -8.8% | +12.6% | +8.4% |
| 3M | +39.2% | +1.3% | +37.8% | +38.4% |
| 6M | +17.9% | -11.6% | +29.5% | +24.8% |
| YTD | +16.4% | -17.4% | +33.8% | +27.3% |
| 1Y | +3.6% | -1.6% | +5.2% | +4.2% |
| 3Y | -26.7% | -22.6% | -4.0% | -21.6% |
| 5Y | -44.8% | -40.3% | -4.4% | -33.4% |
| All | -44.8% | -39.5% | -5.3% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling