-47.0%
GPN vs FIVE
+35.6%
-82.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | +0.1% | -2.1% |
| 7D | -6.2% | +1.7% | -7.9% | -6.6% |
| 30D | +1.0% | +5.0% | -4.0% | -0.1% |
| 3M | +36.9% | +29.5% | +7.4% | +29.2% |
| 6M | +16.8% | +12.4% | +4.4% | +12.8% |
| YTD | +13.2% | +31.2% | -18.0% | +5.7% |
| 1Y | +1.4% | +72.9% | -71.4% | -11.1% |
| 3Y | -28.6% | +53.0% | -81.7% | -38.6% |
| 5Y | -47.0% | +34.2% | -81.1% | -55.6% |
| All | -47.0% | +35.6% | -82.6% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling