-26.7%
GPN vs SPG
+84.0%
-110.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.4% |
| 7D | -5.6% | +2.0% | -7.6% | -6.8% |
| 30D | +13.6% | +17.2% | -3.6% | +2.8% |
| 3M | -2.8% | +6.3% | -9.1% | -6.6% |
| 6M | +38.1% | +18.7% | +19.4% | +24.0% |
| YTD | +19.9% | +30.1% | -10.2% | +1.1% |
| 1Y | +23.4% | +32.8% | -9.4% | +2.7% |
| 3Y | -12.6% | +133.6% | -146.2% | -51.0% |
| All | -26.7% | +84.0% | -110.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 5y: compounded portfolio wealth divided by compounded SPG 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…
5y analysis · Full analysis span regression · 6 months rolling