-43.7%
GPN vs EXEL
+180.6%
-224.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | -4.3% | -4.9% | +0.6% | -3.2% |
| 30D | 0.0% | +11.4% | -11.4% | -2.6% |
| 3M | +35.8% | +4.9% | +30.9% | +33.9% |
| 6M | +22.0% | +34.4% | -12.4% | +12.4% |
| YTD | +15.2% | +28.0% | -12.8% | +7.1% |
| 1Y | +3.5% | +43.6% | -40.2% | -7.4% |
| 3Y | -26.9% | +155.2% | -182.1% | -47.2% |
| All | -43.7% | +180.6% | -224.3% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling