-47.0%
GPN vs S
-71.9%
+24.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -6.2% | -1.2% | -5.0% | -6.0% |
| 30D | +1.0% | -12.6% | +13.6% | +3.3% |
| 3M | +36.9% | +27.6% | +9.3% | +30.0% |
| 6M | +16.8% | +35.5% | -18.7% | +9.0% |
| YTD | +13.2% | +29.6% | -16.4% | +6.3% |
| 1Y | +1.4% | +8.1% | -6.7% | -1.9% |
| 3Y | -28.6% | +14.8% | -43.4% | -33.7% |
| 5Y | -47.0% | -70.6% | +23.6% | -45.9% |
| All | -47.0% | -71.9% | +24.9% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling