-39.5%
GPN vs GTLB
-50.0%
+10.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -2.6% |
| 7D | -0.7% | +4.6% | -5.3% | -1.4% |
| 30D | +3.8% | +21.0% | -17.2% | +0.8% |
| 3M | +39.2% | +51.7% | -12.5% | +30.5% |
| 6M | +17.9% | +89.3% | -71.4% | +6.4% |
| YTD | +16.4% | +25.6% | -9.3% | +10.9% |
| 1Y | +3.6% | -1.5% | +5.2% | +1.6% |
| 3Y | -26.7% | -9.9% | -16.7% | -29.7% |
| All | -39.5% | -50.0% | +10.5% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling