-43.7%
GPN vs SPG
+106.0%
-149.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -4.3% | -1.2% | -3.2% | -3.7% |
| 30D | 0.0% | -6.1% | +6.1% | +3.8% |
| 3M | +35.8% | -3.6% | +39.5% | +39.0% |
| 6M | +22.0% | +10.4% | +11.6% | +14.6% |
| YTD | +15.2% | +14.4% | +0.8% | +5.8% |
| 1Y | +3.5% | +16.5% | -13.1% | -6.1% |
| 3Y | -26.9% | +106.8% | -133.7% | -54.2% |
| All | -43.7% | +106.0% | -149.7% | -66.4% |
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