-57.0%
GPN vs PL
+81.7%
-138.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.2% |
| 7D | -0.7% | -7.5% | +6.8% | +0.1% |
| 30D | +3.8% | -25.6% | +29.4% | +7.0% |
| 3M | +39.2% | -45.6% | +84.8% | +47.4% |
| 6M | +17.9% | -29.5% | +47.4% | +18.7% |
| YTD | +16.4% | -9.7% | +26.0% | +12.7% |
| 1Y | +3.6% | +84.4% | -80.7% | -9.6% |
| 3Y | -26.7% | +550.0% | -576.7% | -51.7% |
| 5Y | -44.8% | +79.0% | -123.8% | -62.5% |
| All | -57.0% | +81.7% | -138.7% | -70.8% |
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