-26.9%
GPN vs IT
-51.9%
+25.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.6% |
| 7D | -3.5% | -12.7% | +9.2% | +0.4% |
| 30D | +3.1% | -8.9% | +12.0% | +5.7% |
| 3M | +42.3% | +10.1% | +32.2% | +35.6% |
| 6M | +20.9% | +7.3% | +13.6% | +15.5% |
| YTD | +15.2% | -32.4% | +47.6% | +26.7% |
| 1Y | +5.4% | -26.6% | +32.1% | +12.1% |
| All | -26.9% | -51.9% | +25.0% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling