+53.1%
GPN vs FIVE
+535.9%
-482.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +22.1% | +17.4% | +4.7% | +16.5% |
| 3M | +17.1% | +7.0% | +10.0% | +14.2% |
| 6M | +46.7% | +20.5% | +26.3% | +37.4% |
| YTD | +30.8% | +33.1% | -2.3% | +18.1% |
| 1Y | +31.5% | +67.1% | -35.6% | +11.1% |
| 3Y | -5.1% | +41.9% | -47.0% | -21.8% |
| 5Y | -18.1% | +21.1% | -39.2% | -32.0% |
| 10Y | +53.1% | +518.8% | -465.7% | -12.9% |
| All | +53.1% | +535.9% | -482.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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