-26.9%
GPN vs EL
-34.4%
+7.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.3% |
| 7D | -3.5% | -4.4% | +0.8% | -2.5% |
| 30D | +3.1% | +10.3% | -7.1% | +0.6% |
| 3M | +42.3% | +13.4% | +28.9% | +37.9% |
| 6M | +20.9% | +3.1% | +17.8% | +18.7% |
| YTD | +15.2% | -6.9% | +22.1% | +14.5% |
| 1Y | +5.4% | +11.9% | -6.5% | +0.1% |
| All | -26.9% | -34.4% | +7.5% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling