+25.3%
GPN vs ETR
+296.9%
-271.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -4.6% | -1.8% | -2.8% | -3.8% |
| 30D | -0.3% | -1.8% | +1.5% | +0.4% |
| 3M | +35.4% | -3.6% | +39.0% | +37.3% |
| 6M | +21.7% | +2.6% | +19.0% | +18.4% |
| YTD | +14.9% | +16.0% | -1.1% | +4.2% |
| 1Y | +3.2% | +20.1% | -16.9% | -8.4% |
| 3Y | -27.1% | +143.6% | -170.7% | -57.8% |
| 5Y | -44.4% | +124.4% | -168.7% | -67.0% |
| All | +25.3% | +296.9% | -271.5% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling