-43.8%
GPN vs GH
+20.8%
-64.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -4.6% | -2.5% | -2.1% | -4.3% |
| 30D | -0.3% | -4.7% | +4.4% | +0.2% |
| 3M | +35.4% | +20.2% | +15.2% | +31.4% |
| 6M | +21.7% | +78.8% | -57.1% | +11.4% |
| YTD | +14.9% | +54.1% | -39.2% | +7.0% |
| 1Y | +3.2% | +177.1% | -173.9% | -12.3% |
| 3Y | -27.1% | +371.6% | -398.8% | -45.3% |
| All | -43.8% | +20.8% | -64.6% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling