-43.7%
GPN vs SPY
+82.3%
-125.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | -4.3% | -0.8% | -3.6% | -3.4% |
| 30D | 0.0% | -1.1% | +1.1% | +1.3% |
| 3M | +35.8% | +3.9% | +32.0% | +29.6% |
| 6M | +22.0% | +13.6% | +8.4% | +4.7% |
| YTD | +15.2% | +12.7% | +2.5% | 0.0% |
| 1Y | +3.5% | +17.5% | -14.0% | -14.6% |
| 3Y | -26.9% | +76.9% | -103.8% | -63.0% |
| All | -43.7% | +82.3% | -125.9% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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