+3.0%
GPN vs IRE
-82.8%
+85.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.2% | -13.6% | -3.3% |
| 7D | -0.7% | +58.9% | -59.6% | -0.4% |
| 30D | +3.8% | +17.2% | -13.3% | +4.0% |
| 3M | +39.2% | -58.6% | +97.8% | +39.2% |
| 6M | +17.9% | -23.5% | +41.3% | +19.1% |
| YTD | +16.4% | -47.4% | +63.8% | +16.0% |
| All | +3.0% | -82.8% | +85.9% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling