+2,611.5%
GPN vs EL
+561.1%
+2,050.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | -0.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | +5.8% | +19.8% | -14.1% | -1.3% |
| 3M | +37.0% | +25.7% | +11.3% | +25.7% |
| 6M | +20.1% | +5.4% | +14.7% | +15.8% |
| YTD | +20.4% | +0.2% | +20.2% | +16.5% |
| 1Y | +7.4% | +20.4% | -13.0% | -3.3% |
| 3Y | -26.1% | -32.1% | +6.0% | -23.6% |
| 5Y | -38.5% | -67.2% | +28.7% | -18.3% |
| 10Y | +28.4% | +31.7% | -3.4% | +3.8% |
| All | +2,611.5% | +561.1% | +2,050.5% | +1,151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling