+25.7%
GPN vs MSI
+601.8%
-576.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | -3.5% | -1.8% | -1.7% | -2.5% |
| 30D | +3.1% | -0.6% | +3.8% | +3.4% |
| 3M | +42.3% | +13.0% | +29.3% | +32.2% |
| 6M | +20.9% | +0.5% | +20.4% | +19.2% |
| YTD | +15.2% | +21.7% | -6.5% | +0.5% |
| 1Y | +5.4% | -2.6% | +8.1% | +4.9% |
| 3Y | -27.4% | +69.7% | -97.1% | -50.1% |
| 5Y | -44.2% | +102.8% | -147.0% | -66.7% |
| All | +25.7% | +601.8% | -576.1% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling