+341.8%
GPN vs FIVE
+868.1%
-526.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.4% |
| 7D | +0.8% | +4.3% | -3.5% | -0.3% |
| 30D | +5.8% | +12.5% | -6.7% | +2.5% |
| 3M | +37.0% | +31.2% | +5.8% | +27.6% |
| 6M | +20.1% | +14.4% | +5.8% | +14.9% |
| YTD | +20.4% | +33.9% | -13.5% | +10.5% |
| 1Y | +7.4% | +65.1% | -57.6% | -6.8% |
| 3Y | -26.1% | +49.0% | -75.1% | -38.4% |
| 5Y | -38.5% | +30.3% | -68.8% | -48.8% |
| 10Y | +28.4% | +481.1% | -452.7% | -24.0% |
| All | +341.8% | +868.1% | -526.3% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling