-47.0%
GPN vs M
+22.2%
-69.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.7% |
| 7D | -6.2% | -4.1% | -2.2% | -5.3% |
| 30D | +1.0% | -13.6% | +14.6% | +4.6% |
| 3M | +36.9% | -2.3% | +39.2% | +37.2% |
| 6M | +16.8% | +21.9% | -5.1% | +10.6% |
| YTD | +13.2% | -0.6% | +13.8% | +12.2% |
| 1Y | +1.4% | +29.7% | -28.3% | -6.2% |
| 3Y | -28.6% | +107.3% | -135.9% | -44.5% |
| 5Y | -47.0% | +20.5% | -67.5% | -55.8% |
| All | -47.0% | +22.2% | -69.2% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling