+2,449.8%
GPN vs OMC
+214.6%
+2,235.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.1% |
| 7D | -6.2% | -4.2% | -2.0% | -4.5% |
| 30D | +1.0% | -7.5% | +8.5% | +4.5% |
| 3M | +36.9% | +4.6% | +32.3% | +33.8% |
| 6M | +16.8% | -4.8% | +21.6% | +19.0% |
| YTD | +13.2% | -1.0% | +14.3% | +12.3% |
| 1Y | +1.4% | +3.8% | -2.4% | -2.1% |
| 3Y | -28.6% | +10.2% | -38.9% | -33.8% |
| 5Y | -47.0% | +29.7% | -76.7% | -55.0% |
| 10Y | +25.2% | +32.3% | -7.1% | +0.7% |
| All | +2,449.8% | +214.6% | +2,235.2% | +1,154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling