-26.9%
GPN vs MKTX
-25.3%
-1.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | 0.0% | +0.7% | -0.7% | 0.0% |
| 3M | +35.8% | +40.8% | -5.0% | +33.1% |
| 6M | +22.0% | -8.0% | +30.0% | +21.8% |
| YTD | +15.2% | -8.7% | +23.9% | +14.9% |
| 1Y | +3.5% | -11.8% | +15.3% | +3.3% |
| 3Y | -26.9% | -24.0% | -2.9% | -28.8% |
| All | -26.9% | -25.3% | -1.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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