-26.9%
GPN vs NYT
+56.2%
-83.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | 0.0% | +4.6% | -4.6% | -1.7% |
| 3M | +35.8% | -9.6% | +45.4% | +40.2% |
| 6M | +22.0% | -14.0% | +36.0% | +27.5% |
| YTD | +15.2% | -2.8% | +18.1% | +13.9% |
| 1Y | +3.5% | +15.6% | -12.1% | -5.7% |
| 3Y | -26.9% | +56.3% | -83.3% | -44.7% |
| All | -26.9% | +56.2% | -83.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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