+3.2%
GPN vs SM
+48.5%
-45.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | +4.6% | -9.1% | -4.6% |
| 30D | -0.3% | +18.2% | -18.5% | -0.4% |
| 3M | +35.4% | +22.5% | +12.9% | +35.1% |
| 6M | +21.7% | +50.6% | -28.9% | +15.0% |
| YTD | +14.9% | +108.1% | -93.2% | +1.5% |
| 1Y | +3.2% | +46.0% | -42.8% | -3.6% |
| All | +3.2% | +48.5% | -45.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling