+25.3%
GPN vs SMTC
+548.2%
-522.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.3% |
| 7D | -4.6% | +13.1% | -17.7% | -7.0% |
| 30D | -0.3% | +19.5% | -19.7% | -4.7% |
| 3M | +35.4% | +2.2% | +33.2% | +30.8% |
| 6M | +21.7% | +94.9% | -73.2% | -0.4% |
| YTD | +14.9% | +127.0% | -112.1% | -9.9% |
| 1Y | +3.2% | +174.6% | -171.4% | -23.9% |
| 3Y | -27.1% | +615.9% | -643.1% | -65.7% |
| 5Y | -44.4% | +125.6% | -170.0% | -63.0% |
| All | +25.3% | +548.2% | -522.9% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling