+24.1%
GPN vs MOS
+11.1%
+13.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -4.0% |
| 7D | -0.7% | +7.1% | -7.8% | -2.4% |
| 30D | +3.8% | +15.0% | -11.2% | +0.1% |
| 3M | +39.2% | +24.1% | +15.1% | +31.4% |
| 6M | +17.9% | +2.7% | +15.2% | +15.4% |
| YTD | +16.4% | +12.2% | +4.2% | +11.0% |
| 1Y | +3.6% | -16.3% | +19.9% | +5.9% |
| 3Y | -26.7% | -23.3% | -3.4% | -25.7% |
| 5Y | -44.8% | -4.2% | -40.6% | -49.7% |
| 10Y | +24.1% | +12.6% | +11.6% | -1.5% |
| All | +24.1% | +11.1% | +13.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling