+59.9%
GPN vs M
-6.5%
+66.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +4.3% | -3.3% | +7.6% | +4.9% |
| 30D | +22.1% | +8.1% | +14.1% | +19.8% |
| 3M | +17.1% | +2.2% | +14.9% | +16.0% |
| 6M | +46.7% | +35.1% | +11.6% | +36.7% |
| YTD | +30.8% | +15.8% | +15.0% | +25.3% |
| 1Y | +31.5% | +25.8% | +5.6% | +23.6% |
| 3Y | -5.1% | +156.2% | -161.4% | -25.9% |
| 5Y | -18.1% | -2.4% | -15.8% | -26.2% |
| All | +59.9% | -6.5% | +66.4% | +12.1% |
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