+7.3%
GPN vs Q
+68.3%
-61.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +4.3% |
| 7D | -5.6% | +1.2% | -6.8% | -5.6% |
| 30D | +13.6% | -2.7% | +16.3% | +13.6% |
| 3M | -2.8% | -16.9% | +14.1% | -1.9% |
| 6M | +38.1% | -26.9% | +64.9% | +40.2% |
| YTD | +19.9% | +45.2% | -25.3% | +8.6% |
| 1Y | +23.4% | +38.1% | -14.7% | +12.7% |
| All | +7.3% | +68.3% | -61.0% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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