+2,520.1%
GPN vs IT
+2,070.1%
+450.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.4% | +4.0% | -0.8% |
| 7D | -0.7% | -9.1% | +8.4% | +2.5% |
| 30D | +3.8% | -7.0% | +10.8% | +6.0% |
| 3M | +39.2% | +7.6% | +31.5% | +33.0% |
| 6M | +17.9% | +2.1% | +15.8% | +13.9% |
| YTD | +16.4% | -31.6% | +47.9% | +28.4% |
| 1Y | +3.6% | -29.9% | +33.5% | +12.5% |
| 3Y | -26.7% | -51.3% | +24.6% | -11.8% |
| 5Y | -44.8% | -44.8% | 0.0% | -37.3% |
| 10Y | +24.1% | +91.4% | -67.2% | -9.1% |
| All | +2,520.1% | +2,070.1% | +450.0% | +785.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling