+575.4%
GPN vs MKTX
+1,442.6%
-867.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -0.3% | +0.7% | -1.0% | -0.4% |
| 3M | +35.4% | +40.8% | -5.4% | +25.0% |
| 6M | +21.7% | -8.0% | +29.7% | +22.4% |
| YTD | +14.9% | -8.7% | +23.6% | +15.6% |
| 1Y | +3.2% | -11.8% | +15.0% | +4.4% |
| 3Y | -27.1% | -24.0% | -3.1% | -26.0% |
| 5Y | -44.4% | -60.3% | +16.0% | -36.2% |
| 10Y | +27.0% | +5.0% | +22.0% | +17.3% |
| All | +575.4% | +1,442.6% | -867.2% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling