+0.3%
GPN vs IRE
-84.0%
+84.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.8% | +4.1% | -2.7% |
| 7D | -6.2% | +29.0% | -35.3% | -6.1% |
| 30D | +1.0% | +24.2% | -23.2% | +1.3% |
| 3M | +36.9% | -53.2% | +90.1% | +37.0% |
| 6M | +16.8% | -36.0% | +52.8% | +17.7% |
| YTD | +13.2% | -51.0% | +64.2% | +12.8% |
| All | +0.3% | -84.0% | +84.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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