+25.7%
GPN vs HIG
+313.7%
-288.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.3% | -1.5% | -2.9% | -3.6% |
| 30D | 0.0% | -0.4% | +0.4% | +0.1% |
| 3M | +35.8% | +6.7% | +29.2% | +31.2% |
| 6M | +22.0% | +2.0% | +20.0% | +20.3% |
| YTD | +15.2% | +0.3% | +14.9% | +14.5% |
| 1Y | +3.5% | +4.2% | -0.7% | +0.7% |
| 3Y | -26.9% | +102.2% | -129.2% | -48.8% |
| 5Y | -44.2% | +118.5% | -162.7% | -62.5% |
| All | +25.7% | +313.7% | -288.0% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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