-26.9%
GPN vs EXEL
+160.7%
-187.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | -3.5% | -2.9% | -0.6% | -3.0% |
| 30D | +3.1% | +11.9% | -8.8% | +0.9% |
| 3M | +42.3% | +9.2% | +33.1% | +39.7% |
| 6M | +20.9% | +39.1% | -18.2% | +12.3% |
| YTD | +15.2% | +31.0% | -15.8% | +8.1% |
| 1Y | +5.4% | +52.3% | -46.9% | -5.0% |
| All | -26.9% | +160.7% | -187.6% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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