+21.5%
GPN vs MSI
+33.8%
-12.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.8% |
| 7D | +10.8% | +5.1% | +5.7% | +9.9% |
| 30D | +16.1% | +13.3% | +2.8% | +13.5% |
| 3M | +8.9% | +18.3% | -9.4% | +5.6% |
| 6M | +37.6% | +18.7% | +18.9% | +31.8% |
| YTD | +23.9% | +36.0% | -12.1% | +15.1% |
| 1Y | +21.5% | +32.6% | -11.1% | +20.4% |
| All | +21.5% | +33.8% | -12.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling