+53.1%
GPN vs ES
+92.3%
-39.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +22.1% | +6.7% | +15.4% | +18.5% |
| 3M | +17.1% | +0.3% | +16.7% | +16.5% |
| 6M | +46.7% | +7.4% | +39.3% | +41.6% |
| YTD | +30.8% | +8.4% | +22.4% | +24.5% |
| 1Y | +31.5% | +0.6% | +30.8% | +28.7% |
| 3Y | -5.1% | +50.6% | -55.8% | -26.0% |
| 5Y | -18.1% | +4.8% | -22.9% | -23.9% |
| 10Y | +53.1% | +93.1% | -40.0% | +22.8% |
| All | +53.1% | +92.3% | -39.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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