+46.7%
GPN vs ES
+7.5%
+39.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.7% |
| 7D | +4.3% | +0.1% | +4.2% | +4.1% |
| 30D | +22.1% | +6.7% | +15.4% | +19.3% |
| 3M | +17.1% | +0.3% | +16.7% | +17.3% |
| 6M | +46.7% | +7.4% | +39.3% | +46.7% |
| All | +46.7% | +7.5% | +39.2% | +46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling