-26.7%
GPN vs COO
-40.4%
+13.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | -5.6% | +0.5% | -6.1% | -5.8% |
| 30D | +13.6% | +14.2% | -0.5% | +7.0% |
| 3M | -2.8% | -18.2% | +15.4% | +5.5% |
| 6M | +38.1% | +5.3% | +32.7% | +32.7% |
| YTD | +19.9% | -23.6% | +43.5% | +34.3% |
| 1Y | +23.4% | -12.7% | +36.1% | +29.8% |
| 3Y | -12.6% | -24.2% | +11.5% | -7.5% |
| All | -26.7% | -40.4% | +13.7% | -14.9% |
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