-8.2%
GPN vs EQX
+232.0%
-240.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | -4.3% | -3.2% | -1.1% | -4.1% |
| 30D | 0.0% | +7.8% | -7.8% | -0.7% |
| 3M | +35.8% | +21.3% | +14.5% | +33.2% |
| 6M | +22.0% | -22.4% | +44.4% | +23.6% |
| YTD | +15.2% | -11.3% | +26.5% | +15.0% |
| 1Y | +3.5% | +13.5% | -10.0% | +0.9% |
| 3Y | -26.9% | +162.1% | -189.1% | -35.5% |
| 5Y | -44.2% | +84.2% | -128.4% | -51.6% |
| All | -8.2% | +232.0% | -240.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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