+25.7%
GPN vs ES
+83.3%
-57.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +2.7% |
| 7D | -3.5% | -3.5% | 0.0% | -2.0% |
| 30D | +3.1% | -3.0% | +6.1% | +4.5% |
| 3M | +42.3% | -0.3% | +42.6% | +42.4% |
| 6M | +20.9% | -5.2% | +26.0% | +23.3% |
| YTD | +15.2% | +4.8% | +10.4% | +11.6% |
| 1Y | +5.4% | +12.7% | -7.3% | -2.3% |
| 3Y | -27.4% | +27.5% | -54.9% | -38.5% |
| 5Y | -44.2% | -4.7% | -39.5% | -45.5% |
| All | +25.7% | +83.3% | -57.6% | +0.1% |
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