+21.7%
GPN vs ETR
+18.4%
+3.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.7% | -1.0% |
| 7D | +15.0% | +3.7% | +11.3% | +16.5% |
| 30D | +16.9% | +11.0% | +5.9% | +21.4% |
| 3M | +9.2% | +3.4% | +5.8% | +10.6% |
| 6M | +34.7% | -3.3% | +38.0% | +32.8% |
| YTD | +25.4% | +23.3% | +2.1% | +36.8% |
| 1Y | +21.7% | +19.2% | +2.6% | +33.1% |
| All | +21.7% | +18.4% | +3.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling