+25.3%
GPN vs HBM
+619.2%
-593.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.6% | -3.3% | -1.3% | -4.2% |
| 30D | -0.3% | -4.8% | +4.5% | +0.2% |
| 3M | +35.4% | -0.4% | +35.9% | +34.1% |
| 6M | +21.7% | +17.9% | +3.8% | +16.0% |
| YTD | +14.9% | +33.7% | -18.8% | +5.7% |
| 1Y | +3.2% | +95.6% | -92.4% | -11.9% |
| 3Y | -27.1% | +458.1% | -485.3% | -50.6% |
| 5Y | -44.4% | +329.0% | -373.4% | -62.2% |
| All | +25.3% | +619.2% | -593.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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