-48.2%
GPN vs S
-56.8%
+8.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.8% | -7.7% | +8.5% | +2.1% |
| 30D | +5.8% | -5.3% | +11.1% | +6.5% |
| 3M | +37.0% | +20.3% | +16.7% | +32.0% |
| 6M | +20.1% | +47.4% | -27.2% | +11.2% |
| YTD | +20.4% | +32.5% | -12.1% | +13.3% |
| 1Y | +7.4% | +9.5% | -2.1% | +4.0% |
| 3Y | -26.1% | +15.5% | -41.6% | -30.8% |
| 5Y | -38.5% | -71.2% | +32.7% | -40.8% |
| All | -48.2% | -56.8% | +8.6% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling