+2,611.5%
GPN vs SPG
+2,700.7%
-89.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.6% |
| 30D | +5.8% | -6.8% | +12.6% | +8.3% |
| 3M | +37.0% | +2.7% | +34.3% | +35.8% |
| 6M | +20.1% | +5.5% | +14.7% | +17.9% |
| YTD | +20.4% | +15.7% | +4.7% | +14.4% |
| 1Y | +7.4% | +20.9% | -13.4% | +0.6% |
| 3Y | -26.1% | +112.4% | -138.5% | -42.9% |
| 5Y | -38.5% | +101.4% | -139.9% | -51.9% |
| 10Y | +28.4% | +60.6% | -32.2% | -3.4% |
| All | +2,611.5% | +2,700.7% | -89.2% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling