-43.8%
GPN vs MDY
+46.3%
-90.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.2% |
| 7D | -4.6% | -1.9% | -2.7% | -2.6% |
| 30D | -0.3% | -4.6% | +4.4% | +4.9% |
| 3M | +35.4% | -1.2% | +36.7% | +37.0% |
| 6M | +21.7% | +9.2% | +12.4% | +10.2% |
| YTD | +14.9% | +13.1% | +1.8% | +0.1% |
| 1Y | +3.2% | +13.0% | -9.8% | -10.0% |
| 3Y | -27.1% | +49.2% | -76.4% | -53.1% |
| All | -43.8% | +46.3% | -90.1% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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