-26.9%
GPN vs GTLB
-10.3%
-16.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | -3.5% | -4.1% | +0.6% | -2.8% |
| 30D | +3.1% | +12.3% | -9.2% | +0.8% |
| 3M | +42.3% | +65.9% | -23.6% | +29.2% |
| 6M | +20.9% | +104.0% | -83.1% | +5.0% |
| YTD | +15.2% | +26.0% | -10.8% | +8.6% |
| 1Y | +5.4% | -3.5% | +8.9% | +3.3% |
| All | -26.9% | -10.3% | -16.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling