+2,449.8%
GPN vs ETR
+1,538.1%
+911.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | -6.2% | +0.4% | -6.6% | -6.4% |
| 30D | +1.0% | +2.0% | -1.0% | +0.1% |
| 3M | +36.9% | -1.7% | +38.6% | +37.5% |
| 6M | +16.8% | +3.6% | +13.2% | +13.8% |
| YTD | +13.2% | +18.0% | -4.8% | +3.8% |
| 1Y | +1.4% | +26.2% | -24.8% | -9.9% |
| 3Y | -28.6% | +148.0% | -176.6% | -53.8% |
| 5Y | -47.0% | +126.1% | -173.0% | -64.7% |
| 10Y | +25.2% | +302.3% | -277.1% | -33.7% |
| All | +2,449.8% | +1,538.1% | +911.6% | +803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling