+1,153.4%
GPN vs SNY
+241.9%
+911.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -4.3% | -3.3% | -1.0% | -3.1% |
| 30D | 0.0% | -2.2% | +2.2% | +0.8% |
| 3M | +35.8% | -3.0% | +38.9% | +37.3% |
| 6M | +22.0% | +2.7% | +19.3% | +20.5% |
| YTD | +15.2% | -6.8% | +22.1% | +17.8% |
| 1Y | +3.5% | -5.3% | +8.7% | +4.9% |
| 3Y | -26.9% | -9.8% | -17.2% | -26.8% |
| 5Y | -44.2% | +9.7% | -53.9% | -49.3% |
| 10Y | +27.3% | +64.5% | -37.2% | -1.7% |
| All | +1,153.4% | +241.9% | +911.5% | +574.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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