-44.2%
GPN vs MSI
+100.4%
-144.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -3.5% | -1.8% | -1.7% | -2.7% |
| 30D | +3.1% | -0.6% | +3.8% | +3.3% |
| 3M | +42.3% | +13.0% | +29.3% | +34.3% |
| 6M | +20.9% | +0.5% | +20.4% | +19.7% |
| YTD | +15.2% | +21.7% | -6.5% | +3.0% |
| 1Y | +5.4% | -2.6% | +8.1% | +5.5% |
| 3Y | -27.4% | +69.7% | -97.1% | -47.6% |
| 5Y | -44.2% | +102.8% | -147.0% | -66.3% |
| All | -44.2% | +100.4% | -144.6% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling