+2,611.5%
GPN vs M
+127.2%
+2,484.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.2% |
| 7D | +0.8% | +4.7% | -3.9% | -0.3% |
| 30D | +5.8% | -9.6% | +15.4% | +8.3% |
| 3M | +37.0% | +0.9% | +36.1% | +36.3% |
| 6M | +20.1% | +22.3% | -2.1% | +13.9% |
| YTD | +20.4% | +6.5% | +13.9% | +17.4% |
| 1Y | +7.4% | +38.8% | -31.3% | -2.0% |
| 3Y | -26.1% | +115.9% | -142.0% | -42.1% |
| 5Y | -38.5% | +28.6% | -67.1% | -48.8% |
| 10Y | +28.4% | -2.5% | +30.9% | -6.4% |
| All | +2,611.5% | +127.2% | +2,484.3% | +1,026.9% |
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 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