-27.1%
GPN vs ET
+96.2%
-123.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -0.3% | +2.9% | -3.1% | -1.4% |
| 3M | +35.4% | +16.8% | +18.6% | +27.2% |
| 6M | +21.7% | +18.9% | +2.8% | +12.8% |
| YTD | +14.9% | +37.7% | -22.8% | -0.5% |
| 1Y | +3.2% | +32.4% | -29.2% | -9.1% |
| 3Y | -27.1% | +99.5% | -126.6% | -49.4% |
| All | -27.1% | +96.2% | -123.3% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling