+3.2%
GPN vs ESI
+34.2%
-31.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.6% | -4.6% | 0.0% | -3.9% |
| 30D | -0.3% | -10.5% | +10.2% | +1.5% |
| 3M | +35.4% | -19.8% | +55.2% | +39.5% |
| 6M | +21.7% | +5.8% | +15.9% | +12.7% |
| YTD | +14.9% | +38.3% | -23.4% | -3.0% |
| 1Y | +3.2% | +31.5% | -28.3% | -12.0% |
| All | +3.2% | +34.2% | -31.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling