+443.0%
GPN vs HBM
+654.4%
-211.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.8% | -9.1% | -4.2% |
| 7D | -0.7% | +7.4% | -8.1% | -1.8% |
| 30D | +3.8% | +5.1% | -1.2% | +2.8% |
| 3M | +39.2% | +11.1% | +28.0% | +35.8% |
| 6M | +17.9% | +30.2% | -12.3% | +11.3% |
| YTD | +16.4% | +46.2% | -29.9% | +6.8% |
| 1Y | +3.6% | +120.0% | -116.4% | -11.4% |
| 3Y | -26.7% | +527.4% | -554.1% | -48.5% |
| 5Y | -44.8% | +400.4% | -445.2% | -61.4% |
| 10Y | +24.1% | +621.5% | -597.4% | -28.3% |
| All | +443.0% | +654.4% | -211.3% | +167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling