-55.6%
GPN vs PL
+40.9%
-96.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.9% | +4.3% |
| 7D | -5.6% | +10.0% | -15.7% | -6.6% |
| 30D | +13.6% | -2.3% | +15.9% | +13.4% |
| 3M | -2.8% | -44.2% | +41.4% | +2.6% |
| 6M | +38.1% | -66.1% | +104.2% | +52.1% |
| YTD | +19.9% | -30.0% | +49.9% | +18.5% |
| 1Y | +23.4% | +21.0% | +2.4% | +12.8% |
| 3Y | -12.6% | +516.5% | -529.2% | -42.9% |
| 5Y | -26.6% | +32.0% | -58.6% | -47.9% |
| All | -55.6% | +40.9% | -96.6% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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