-3.9%
GPN vs FIVE
+43.9%
-47.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +3.7% | +7.3% | -3.7% | +2.5% |
| 30D | +23.6% | +18.1% | +5.5% | +20.4% |
| 3M | +18.3% | +7.7% | +10.6% | +16.7% |
| 6M | +47.8% | +13.6% | +34.2% | +44.1% |
| YTD | +32.6% | +34.6% | -2.0% | +25.7% |
| 1Y | +36.0% | +66.2% | -30.3% | +24.8% |
| 3Y | -3.9% | +43.5% | -47.3% | -19.3% |
| All | -3.9% | +43.9% | -47.8% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling