-26.7%
GPN vs ESI
+36.5%
-63.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | -5.6% | +5.5% | -11.2% | -7.5% |
| 30D | +13.6% | -7.8% | +21.4% | +16.1% |
| 3M | -2.8% | -15.0% | +12.2% | +1.8% |
| 6M | +38.1% | -24.9% | +63.0% | +49.0% |
| YTD | +19.9% | +33.2% | -13.3% | -4.4% |
| 1Y | +23.4% | +24.9% | -1.5% | +1.4% |
| 3Y | -12.6% | +77.8% | -90.4% | -44.4% |
| All | -26.7% | +36.5% | -63.2% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling