+25.7%
GPN vs ET
+177.0%
-151.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -4.3% | +0.2% | -4.6% | -4.4% |
| 30D | 0.0% | +2.9% | -2.9% | -0.9% |
| 3M | +35.8% | +16.8% | +19.0% | +29.1% |
| 6M | +22.0% | +18.9% | +3.1% | +15.0% |
| YTD | +15.2% | +37.7% | -22.5% | +3.5% |
| 1Y | +3.5% | +32.4% | -29.0% | -6.0% |
| 3Y | -26.9% | +99.5% | -126.4% | -41.9% |
| 5Y | -44.2% | +244.0% | -288.2% | -62.6% |
| All | +25.7% | +177.0% | -151.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling