+2,762.0%
GPN vs MOS
+115.3%
+2,646.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +0.6% | +21.6% | -21.0% | -3.9% |
| 30D | +20.1% | +12.0% | +8.2% | +16.6% |
| 3M | +11.4% | -3.9% | +15.3% | +11.3% |
| 6M | +40.8% | -3.3% | +44.1% | +40.1% |
| YTD | +27.1% | -4.6% | +31.7% | +25.5% |
| 1Y | +29.2% | -7.0% | +36.2% | +28.0% |
| 3Y | -9.4% | -24.4% | +15.1% | -8.3% |
| 5Y | -25.1% | -32.1% | +7.0% | -25.1% |
| 10Y | +46.1% | +10.3% | +35.7% | +20.1% |
| All | +2,762.0% | +115.3% | +2,646.7% | +1,356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling