-48.1%
GPN vs SITM
+4,789.7%
-4,837.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.8% |
| 7D | -4.3% | +3.9% | -8.2% | -4.9% |
| 30D | 0.0% | -6.6% | +6.6% | +0.6% |
| 3M | +35.8% | -11.9% | +47.7% | +35.6% |
| 6M | +22.0% | +81.1% | -59.1% | +6.6% |
| YTD | +15.2% | +80.0% | -64.8% | -0.2% |
| 1Y | +3.5% | +145.8% | -142.3% | -16.3% |
| 3Y | -26.9% | +475.9% | -502.8% | -52.8% |
| 5Y | -44.2% | +189.2% | -233.4% | -63.0% |
| All | -48.1% | +4,789.7% | -4,837.8% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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