+2,600.4%
GPN vs SM
+153.0%
+2,447.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | -5.6% | +9.4% | -15.0% | -6.9% |
| 30D | +13.6% | -14.4% | +28.0% | +15.5% |
| 3M | -2.8% | +1.6% | -4.4% | -3.7% |
| 6M | +38.1% | +6.3% | +31.7% | +34.7% |
| YTD | +19.9% | +78.8% | -58.9% | +8.0% |
| 1Y | +23.4% | +83.1% | -59.7% | +10.7% |
| 3Y | -12.6% | -5.9% | -6.7% | -15.9% |
| 5Y | -26.6% | +4.8% | -31.4% | -32.6% |
| 10Y | +40.4% | +17.5% | +22.9% | -6.0% |
| All | +2,600.4% | +153.0% | +2,447.5% | +942.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling