-27.1%
GPN vs NTR
+36.8%
-63.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -0.3% | +16.8% | -17.0% | -2.6% |
| 3M | +35.4% | +20.7% | +14.7% | +31.4% |
| 6M | +21.7% | +0.5% | +21.1% | +21.1% |
| YTD | +14.9% | +29.2% | -14.3% | +8.0% |
| 1Y | +3.2% | +39.6% | -36.4% | -5.1% |
| 3Y | -27.1% | +37.9% | -65.0% | -33.8% |
| All | -27.1% | +36.8% | -63.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling