+2,520.1%
GPN vs SPY
+816.4%
+1,703.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -2.8% |
| 7D | -0.7% | +0.5% | -1.3% | -1.2% |
| 30D | +3.8% | -0.9% | +4.8% | +4.9% |
| 3M | +39.2% | +3.9% | +35.3% | +34.0% |
| 6M | +17.9% | +14.5% | +3.4% | +3.1% |
| YTD | +16.4% | +12.9% | +3.4% | +3.4% |
| 1Y | +3.6% | +19.4% | -15.7% | -12.9% |
| 3Y | -26.7% | +78.5% | -105.1% | -58.0% |
| 5Y | -44.8% | +81.8% | -126.5% | -68.5% |
| 10Y | +24.1% | +311.5% | -287.4% | -64.5% |
| All | +2,520.1% | +816.4% | +1,703.7% | +285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling