+25.7%
GPN vs SPYG
+424.6%
-398.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.8% |
| 7D | -4.3% | -0.9% | -3.4% | -3.5% |
| 30D | 0.0% | -1.5% | +1.5% | +1.5% |
| 3M | +35.8% | +3.7% | +32.1% | +30.0% |
| 6M | +22.0% | +16.4% | +5.6% | +3.6% |
| YTD | +15.2% | +13.3% | +1.9% | +0.5% |
| 1Y | +3.5% | +17.9% | -14.4% | -13.8% |
| 3Y | -26.9% | +98.3% | -125.3% | -65.9% |
| 5Y | -44.2% | +86.4% | -130.6% | -72.6% |
| All | +25.7% | +424.6% | -398.9% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling