-26.7%
GPN vs M
+120.4%
-147.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.8% |
| 7D | -0.7% | +2.4% | -3.1% | -1.2% |
| 30D | +3.8% | -11.6% | +15.4% | +6.8% |
| 3M | +39.2% | +1.6% | +37.5% | +38.2% |
| 6M | +17.9% | +25.2% | -7.3% | +11.1% |
| YTD | +16.4% | +3.8% | +12.6% | +14.3% |
| 1Y | +3.6% | +36.3% | -32.7% | -5.1% |
| 3Y | -26.7% | +116.3% | -143.0% | -44.9% |
| All | -26.7% | +120.4% | -147.1% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling