+2,611.5%
GPN vs ES
+641.8%
+1,969.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +5.8% | -2.0% | +7.7% | +6.6% |
| 3M | +37.0% | +1.7% | +35.3% | +36.0% |
| 6M | +20.1% | -3.5% | +23.7% | +21.5% |
| YTD | +20.4% | +7.9% | +12.5% | +15.6% |
| 1Y | +7.4% | +17.2% | -9.7% | -1.3% |
| 3Y | -26.1% | +29.3% | -55.4% | -36.4% |
| 5Y | -38.5% | -5.7% | -32.8% | -39.8% |
| 10Y | +28.4% | +85.2% | -56.8% | -5.7% |
| All | +2,611.5% | +641.8% | +1,969.7% | +971.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling