-38.7%
GPN vs MOS
-8.7%
-30.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +0.8% | +9.5% | -8.7% | -1.1% |
| 30D | +5.8% | +10.4% | -4.6% | +3.5% |
| 3M | +37.0% | +12.9% | +24.1% | +33.0% |
| 6M | +20.1% | +1.2% | +18.9% | +18.3% |
| YTD | +20.4% | +9.3% | +11.1% | +16.2% |
| 1Y | +7.4% | -18.0% | +25.4% | +10.1% |
| 3Y | -26.1% | -29.0% | +2.9% | -24.3% |
| All | -38.7% | -8.7% | -30.0% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling