+25.3%
GPN vs EAT
+374.9%
-349.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.6% | -7.7% | +3.1% | -2.8% |
| 30D | -0.3% | -13.6% | +13.3% | +2.9% |
| 3M | +35.4% | +33.9% | +1.6% | +26.3% |
| 6M | +21.7% | +47.2% | -25.5% | +10.2% |
| YTD | +14.9% | +48.1% | -33.2% | +3.3% |
| 1Y | +3.2% | +33.7% | -30.5% | -5.7% |
| 3Y | -27.1% | +595.8% | -622.9% | -56.3% |
| 5Y | -44.4% | +314.4% | -358.7% | -64.2% |
| All | +25.3% | +374.9% | -349.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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