+25.3%
GPN vs EL
+26.1%
-0.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -4.6% | -6.5% | +1.9% | -2.2% |
| 30D | -0.3% | +11.1% | -11.4% | -4.8% |
| 3M | +35.4% | +10.7% | +24.7% | +29.5% |
| 6M | +21.7% | +6.9% | +14.8% | +16.3% |
| YTD | +14.9% | -6.3% | +21.2% | +13.5% |
| 1Y | +3.2% | +13.5% | -10.3% | -6.3% |
| 3Y | -27.1% | -33.1% | +5.9% | -22.9% |
| 5Y | -44.4% | -68.8% | +24.4% | -15.3% |
| All | +25.3% | +26.1% | -0.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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