-26.7%
GPN vs ES
+33.1%
-59.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +3.8% | -1.2% | +5.0% | +4.1% |
| 3M | +39.2% | +5.0% | +34.2% | +37.8% |
| 6M | +17.9% | -2.8% | +20.7% | +18.6% |
| YTD | +16.4% | +8.6% | +7.8% | +13.4% |
| 1Y | +3.6% | +18.9% | -15.3% | -2.4% |
| 3Y | -26.7% | +32.1% | -58.8% | -36.1% |
| All | -26.7% | +33.1% | -59.8% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling