+2,520.1%
GPN vs IRM
+3,022.3%
-502.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -0.7% | +1.6% | -2.3% | -1.3% |
| 30D | +3.8% | -4.2% | +8.0% | +5.2% |
| 3M | +39.2% | -5.4% | +44.5% | +41.0% |
| 6M | +17.9% | +12.0% | +5.9% | +12.0% |
| YTD | +16.4% | +42.0% | -25.7% | +0.8% |
| 1Y | +3.6% | +29.9% | -26.2% | -7.8% |
| 3Y | -26.7% | +104.4% | -131.0% | -46.2% |
| 5Y | -44.8% | +191.0% | -235.8% | -64.8% |
| 10Y | +24.1% | +417.1% | -393.0% | -38.1% |
| All | +2,520.1% | +3,022.3% | -502.2% | +618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IRM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling