+25.7%
GPN vs IT
+103.1%
-77.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -2.3% |
| 7D | -4.3% | -3.7% | -0.7% | -2.9% |
| 30D | 0.0% | +0.1% | -0.1% | -0.5% |
| 3M | +35.8% | +20.7% | +15.1% | +21.5% |
| 6M | +22.0% | +12.0% | +10.0% | +11.6% |
| YTD | +15.2% | -28.8% | +44.0% | +28.9% |
| 1Y | +3.5% | -25.5% | +29.0% | +12.1% |
| 3Y | -26.9% | -48.8% | +21.8% | -9.1% |
| 5Y | -44.2% | -42.7% | -1.5% | -36.9% |
| All | +25.7% | +103.1% | -77.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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