+2,449.8%
GPN vs HIG
+292.7%
+2,157.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.8% |
| 7D | -6.2% | -0.5% | -5.8% | -6.2% |
| 30D | +1.0% | -2.8% | +3.9% | +1.6% |
| 3M | +36.9% | +6.3% | +30.5% | +35.2% |
| 6M | +16.8% | -0.1% | +16.9% | +16.7% |
| YTD | +13.2% | +0.4% | +12.8% | +13.0% |
| 1Y | +1.4% | +6.2% | -4.8% | +0.1% |
| 3Y | -28.6% | +101.6% | -130.3% | -37.6% |
| 5Y | -47.0% | +119.8% | -166.8% | -54.3% |
| 10Y | +25.2% | +311.7% | -286.6% | -4.7% |
| All | +2,449.8% | +292.7% | +2,157.1% | +1,457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling