+2,487.0%
GPN vs NTRS
+375.8%
+2,111.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -4.6% | +1.4% | -6.0% | -5.1% |
| 30D | -0.3% | -0.7% | +0.4% | -0.1% |
| 3M | +35.4% | +11.3% | +24.1% | +28.9% |
| 6M | +21.7% | +35.5% | -13.9% | +5.9% |
| YTD | +14.9% | +40.6% | -25.7% | -1.8% |
| 1Y | +3.2% | +49.2% | -46.0% | -14.1% |
| 3Y | -27.1% | +167.2% | -194.4% | -53.4% |
| 5Y | -44.4% | +94.9% | -139.3% | -59.9% |
| 10Y | +27.0% | +259.5% | -232.5% | -30.4% |
| All | +2,487.0% | +375.8% | +2,111.2% | +832.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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