+2,487.0%
GPN vs NYT
+126.4%
+2,360.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | -0.3% | +4.6% | -4.9% | -1.5% |
| 3M | +35.4% | -9.6% | +45.0% | +38.7% |
| 6M | +21.7% | -14.0% | +35.7% | +25.9% |
| YTD | +14.9% | -2.8% | +17.7% | +14.8% |
| 1Y | +3.2% | +15.6% | -12.4% | -1.8% |
| 3Y | -27.1% | +56.3% | -83.5% | -36.5% |
| 5Y | -44.4% | +39.5% | -83.9% | -51.1% |
| 10Y | +27.0% | +488.0% | -461.0% | -24.7% |
| All | +2,487.0% | +126.4% | +2,360.6% | +1,802.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling