-28.2%
GPN vs SM
-1.2%
-27.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | +1.0% | +20.3% | -19.3% | -2.1% |
| 3M | +36.9% | +22.9% | +14.0% | +30.9% |
| 6M | +16.8% | +47.8% | -31.1% | +5.3% |
| YTD | +13.2% | +107.5% | -94.2% | -6.4% |
| 1Y | +1.4% | +51.7% | -50.3% | -10.1% |
| All | -28.2% | -1.2% | -27.0% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling