-27.1%
GPN vs HIG
+101.1%
-128.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -4.6% | -1.5% | -3.1% | -3.8% |
| 30D | -0.3% | -0.4% | +0.1% | -0.2% |
| 3M | +35.4% | +6.7% | +28.8% | +29.8% |
| 6M | +21.7% | +2.0% | +19.7% | +19.5% |
| YTD | +14.9% | +0.3% | +14.6% | +13.7% |
| 1Y | +3.2% | +4.2% | -1.0% | -0.6% |
| 3Y | -27.1% | +102.2% | -129.4% | -49.4% |
| All | -27.1% | +101.1% | -128.3% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling