+232.0%
GPN vs ESI
+224.6%
+7.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.1% |
| 7D | +0.8% | +3.3% | -2.5% | -0.2% |
| 30D | +5.8% | -5.9% | +11.6% | +7.6% |
| 3M | +37.0% | -14.1% | +51.1% | +41.3% |
| 6M | +20.1% | +6.6% | +13.6% | +14.6% |
| YTD | +20.4% | +45.0% | -24.6% | +3.8% |
| 1Y | +7.4% | +41.5% | -34.0% | -7.0% |
| 3Y | -26.1% | +78.8% | -104.9% | -41.6% |
| 5Y | -38.5% | +70.9% | -109.4% | -51.2% |
| 10Y | +28.4% | +317.1% | -288.7% | -21.8% |
| All | +232.0% | +224.6% | +7.4% | +117.9% |
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 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