-22.6%
GPN vs ES
+2.9%
-25.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +18.9% | +5.7% | +13.2% | +16.9% |
| 3M | +13.8% | -2.8% | +16.6% | +14.6% |
| 6M | +42.3% | +7.0% | +35.3% | +39.3% |
| YTD | +27.6% | +6.8% | +20.8% | +24.0% |
| 1Y | +30.3% | -0.5% | +30.7% | +29.0% |
| 3Y | -5.8% | +47.2% | -53.0% | -20.6% |
| 5Y | -22.6% | +2.3% | -24.9% | -23.9% |
| All | -22.6% | +2.9% | -25.5% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling