-23.3%
GPN vs GH
+467.1%
-490.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -4.3% | -2.5% | -1.8% | -4.0% |
| 30D | 0.0% | -4.7% | +4.7% | +0.6% |
| 3M | +35.8% | +20.2% | +15.6% | +31.1% |
| 6M | +22.0% | +78.8% | -56.8% | +10.2% |
| YTD | +15.2% | +54.1% | -38.9% | +6.1% |
| 1Y | +3.5% | +177.1% | -173.6% | -14.2% |
| 3Y | -26.9% | +371.6% | -398.6% | -47.6% |
| 5Y | -44.2% | +21.9% | -66.1% | -53.4% |
| All | -23.3% | +467.1% | -490.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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