+2,600.4%
GPN vs COO
+1,198.8%
+1,401.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | -5.6% | +0.5% | -6.1% | -5.8% |
| 30D | +13.6% | +14.2% | -0.5% | +8.5% |
| 3M | -2.8% | -18.2% | +15.4% | +3.1% |
| 6M | +38.1% | +5.3% | +32.7% | +34.1% |
| YTD | +19.9% | -23.6% | +43.5% | +30.1% |
| 1Y | +23.4% | -12.7% | +36.1% | +27.8% |
| 3Y | -12.6% | -24.2% | +11.5% | -7.3% |
| 5Y | -26.6% | -40.0% | +13.4% | -16.5% |
| 10Y | +40.4% | +41.6% | -1.1% | +26.4% |
| All | +2,600.4% | +1,198.8% | +1,401.6% | +1,217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling