+25.7%
GPN vs M
-3.0%
+28.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -1.6% |
| 7D | -4.3% | -4.2% | -0.1% | -3.6% |
| 30D | 0.0% | -7.2% | +7.2% | +1.4% |
| 3M | +35.8% | -11.1% | +47.0% | +38.7% |
| 6M | +22.0% | +28.8% | -6.8% | +15.1% |
| YTD | +15.2% | +2.0% | +13.2% | +13.6% |
| 1Y | +3.5% | +31.3% | -27.8% | -3.4% |
| 3Y | -26.9% | +119.1% | -146.0% | -40.9% |
| 5Y | -44.2% | +29.7% | -73.9% | -52.1% |
| All | +25.7% | -3.0% | +28.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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