+2,449.8%
GPN vs SPYG
+737.0%
+1,712.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -6.2% | +0.3% | -6.6% | -6.5% |
| 30D | +1.0% | -1.7% | +2.7% | +2.5% |
| 3M | +36.9% | +3.6% | +33.3% | +32.3% |
| 6M | +16.8% | +16.6% | +0.2% | +2.3% |
| YTD | +13.2% | +13.4% | -0.1% | +1.4% |
| 1Y | +1.4% | +19.6% | -18.1% | -13.4% |
| 3Y | -28.6% | +99.8% | -128.4% | -60.7% |
| 5Y | -47.0% | +85.0% | -131.9% | -69.0% |
| 10Y | +25.2% | +422.1% | -396.9% | -66.0% |
| All | +2,449.8% | +737.0% | +1,712.8% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling