-52.8%
GPN vs PL
+46.6%
-99.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.5% | -14.1% | -1.1% |
| 7D | -1.9% | +10.9% | -12.7% | -3.1% |
| 30D | +18.9% | -16.4% | +35.3% | +20.6% |
| 3M | +13.8% | -39.9% | +53.8% | +19.3% |
| 6M | +42.3% | -63.2% | +105.4% | +55.2% |
| YTD | +27.6% | -27.1% | +54.7% | +25.5% |
| 1Y | +30.3% | +12.2% | +18.1% | +20.2% |
| 3Y | -5.8% | +584.3% | -590.1% | -39.4% |
| 5Y | -22.6% | +37.0% | -59.6% | -45.1% |
| All | -52.8% | +46.6% | -99.4% | -67.4% |
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