+31.2%
GPN vs M
+25.0%
+6.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +4.3% | -3.3% | +7.6% | +5.0% |
| 30D | +22.1% | +8.1% | +14.1% | +19.6% |
| 3M | +17.1% | +2.2% | +14.9% | +16.0% |
| 6M | +46.7% | +35.1% | +11.6% | +35.4% |
| YTD | +30.8% | +15.8% | +15.0% | +25.5% |
| All | +31.2% | +25.0% | +6.2% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling