-43.8%
GPN vs IT
-42.9%
-0.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -2.2% |
| 7D | -4.6% | -3.7% | -0.9% | -3.4% |
| 30D | -0.3% | +0.1% | -0.3% | -0.7% |
| 3M | +35.4% | +20.7% | +14.8% | +23.8% |
| 6M | +21.7% | +12.0% | +9.7% | +13.4% |
| YTD | +14.9% | -28.8% | +43.7% | +26.7% |
| 1Y | +3.2% | -25.5% | +28.7% | +10.8% |
| 3Y | -27.1% | -48.8% | +21.6% | -11.3% |
| All | -43.8% | -42.9% | -0.9% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling