-24.6%
GPN vs GH
+486.6%
-511.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | -6.2% | -0.2% | -6.1% | -6.2% |
| 30D | +1.0% | -2.6% | +3.7% | +1.3% |
| 3M | +36.9% | +25.1% | +11.8% | +31.4% |
| 6M | +16.8% | +78.5% | -61.7% | +5.5% |
| YTD | +13.2% | +59.4% | -46.1% | +3.7% |
| 1Y | +1.4% | +173.9% | -172.4% | -15.7% |
| 3Y | -28.6% | +382.7% | -411.4% | -49.0% |
| 5Y | -47.0% | +24.4% | -71.4% | -55.8% |
| All | -24.6% | +486.6% | -511.2% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling