-27.1%
GPN vs SITM
+452.7%
-479.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.8% |
| 7D | -4.6% | +3.9% | -8.4% | -4.9% |
| 30D | -0.3% | -6.6% | +6.3% | +0.1% |
| 3M | +35.4% | -11.9% | +47.3% | +35.6% |
| 6M | +21.7% | +81.1% | -59.5% | +9.2% |
| YTD | +14.9% | +80.0% | -65.1% | +2.4% |
| 1Y | +3.2% | +145.8% | -142.6% | -13.4% |
| 3Y | -27.1% | +475.9% | -503.0% | -49.5% |
| All | -27.1% | +452.7% | -479.8% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling