-48.1%
GPN vs SITM
+4,532.8%
-4,581.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 7D | -3.5% | +4.8% | -8.3% | -4.2% |
| 30D | +3.1% | -9.7% | +12.9% | +4.3% |
| 3M | +42.3% | -9.3% | +51.6% | +41.3% |
| 6M | +20.9% | +69.5% | -48.6% | +6.7% |
| YTD | +15.2% | +70.5% | -55.3% | +0.6% |
| 1Y | +5.4% | +145.3% | -139.8% | -14.8% |
| 3Y | -27.4% | +432.8% | -460.2% | -52.5% |
| 5Y | -44.2% | +174.0% | -218.2% | -62.7% |
| All | -48.1% | +4,532.8% | -4,581.0% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling