+230.6%
GPN vs ESI
+198.2%
+32.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | -5.6% | +5.5% | -11.2% | -7.1% |
| 30D | +13.6% | -7.8% | +21.4% | +15.6% |
| 3M | -2.8% | -15.0% | +12.2% | +0.7% |
| 6M | +38.1% | -24.9% | +63.0% | +46.4% |
| YTD | +19.9% | +33.2% | -13.3% | +4.8% |
| 1Y | +23.4% | +24.9% | -1.5% | +9.9% |
| 3Y | -12.6% | +77.8% | -90.4% | -31.5% |
| 5Y | -26.6% | +37.1% | -63.7% | -38.5% |
| 10Y | +40.4% | +320.5% | -280.1% | -14.1% |
| All | +230.6% | +198.2% | +32.4% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling