-12.6%
GPN vs M
+158.0%
-170.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.9% |
| 7D | -5.6% | +7.0% | -12.7% | -7.1% |
| 30D | +13.6% | +8.9% | +4.7% | +11.1% |
| 3M | -2.8% | +4.5% | -7.3% | -4.2% |
| 6M | +38.1% | +36.2% | +1.9% | +27.3% |
| YTD | +19.9% | +15.1% | +4.8% | +14.5% |
| 1Y | +23.4% | +27.4% | -4.0% | +14.8% |
| 3Y | -12.6% | +160.1% | -172.8% | -31.5% |
| All | -12.6% | +158.0% | -170.6% | -31.5% |
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