+2,491.4%
GPN vs M
+141.9%
+2,349.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.1% | -9.9% | -11.5% |
| 7D | -7.1% | +0.6% | -7.7% | -7.3% |
| 30D | +7.7% | +7.0% | +0.7% | +5.7% |
| 3M | -0.1% | +3.1% | -3.2% | -1.3% |
| 6M | +29.4% | +33.5% | -4.1% | +19.8% |
| YTD | +15.1% | +13.4% | +1.7% | +10.1% |
| 1Y | +15.4% | +22.4% | -7.0% | +8.3% |
| 3Y | -16.5% | +150.9% | -167.4% | -37.0% |
| 5Y | -29.6% | -3.0% | -26.5% | -37.1% |
| 10Y | +34.7% | -9.1% | +43.8% | +0.1% |
| All | +2,491.4% | +141.9% | +2,349.5% | +956.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling