+25.7%
GPN vs OMC
+34.2%
-8.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.3% |
| 7D | -4.3% | -4.4% | 0.0% | -2.1% |
| 30D | 0.0% | -7.6% | +7.6% | +4.0% |
| 3M | +35.8% | +4.5% | +31.3% | +32.2% |
| 6M | +22.0% | -0.3% | +22.3% | +21.6% |
| YTD | +15.2% | -0.1% | +15.3% | +13.5% |
| 1Y | +3.5% | +4.6% | -1.1% | -1.2% |
| 3Y | -26.9% | +10.5% | -37.4% | -33.6% |
| 5Y | -44.2% | +31.7% | -75.9% | -55.4% |
| All | +25.7% | +34.2% | -8.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling