+283.5%
GPN vs ET
+1,438.5%
-1,155.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +35.8% | +16.8% | +19.0% | +30.6% |
| 6M | +22.0% | +18.9% | +3.1% | +16.6% |
| YTD | +15.2% | +37.7% | -22.5% | +6.1% |
| 1Y | +3.5% | +32.4% | -29.0% | -3.9% |
| 3Y | -26.9% | +99.5% | -126.4% | -38.7% |
| 5Y | -44.2% | +244.0% | -288.2% | -59.0% |
| 10Y | +27.3% | +172.1% | -144.8% | -8.2% |
| All | +283.5% | +1,438.5% | -1,155.1% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling