-24.6%
GPN vs PL
+475.2%
-499.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | +0.8% | -9.3% | +10.1% | +1.6% |
| 30D | +5.8% | -18.9% | +24.7% | +7.5% |
| 3M | +37.0% | -58.4% | +95.4% | +46.2% |
| 6M | +20.1% | -30.3% | +50.5% | +20.9% |
| YTD | +20.4% | -8.1% | +28.5% | +17.1% |
| 1Y | +7.4% | +180.5% | -173.1% | -8.9% |
| All | -24.6% | +475.2% | -499.8% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling