+2,520.1%
GPN vs EXEL
+511.1%
+2,009.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.0% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | +3.8% | +6.7% | -2.8% | +2.8% |
| 3M | +39.2% | +11.5% | +27.7% | +36.8% |
| 6M | +17.9% | +38.8% | -20.9% | +11.9% |
| YTD | +16.4% | +31.6% | -15.2% | +11.1% |
| 1Y | +3.6% | +53.0% | -49.4% | -3.5% |
| 3Y | -26.7% | +160.8% | -187.5% | -37.6% |
| 5Y | -44.8% | +190.1% | -234.9% | -54.1% |
| 10Y | +24.1% | +367.0% | -342.8% | -8.8% |
| All | +2,520.1% | +511.1% | +2,009.0% | +1,235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling