-48.4%
GPN vs S
-51.7%
+3.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -5.6% | +2.0% | -7.6% | -5.9% |
| 30D | +13.6% | -2.7% | +16.3% | +13.7% |
| 3M | -2.8% | -6.9% | +4.1% | -2.7% |
| 6M | +38.1% | +38.1% | 0.0% | +28.6% |
| YTD | +19.9% | +48.0% | -28.1% | +9.8% |
| 1Y | +23.4% | +34.5% | -11.1% | +14.5% |
| 3Y | -12.6% | +38.3% | -51.0% | -21.1% |
| 5Y | -26.6% | -70.9% | +44.3% | -30.0% |
| All | -48.4% | -51.7% | +3.3% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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