+46.6%
GPN vs MOS
-3.5%
+50.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | -5.6% | -2.0% | -3.7% | -5.1% |
| 30D | +13.6% | +15.3% | -1.7% | +9.3% |
| 3M | -2.8% | +1.5% | -4.3% | -3.9% |
| 6M | +38.1% | -2.0% | +40.0% | +37.0% |
| YTD | +19.9% | -6.5% | +26.4% | +18.8% |
| 1Y | +23.4% | -11.1% | +34.5% | +23.5% |
| 3Y | -12.6% | -30.3% | +17.6% | -9.8% |
| 5Y | -26.6% | -33.5% | +6.9% | -27.0% |
| All | +46.6% | -3.5% | +50.0% | +14.5% |
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