-20.4%
GPN vs TENB
-9.4%
-11.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.7% |
| 7D | -4.3% | -12.1% | +7.8% | -0.9% |
| 30D | 0.0% | -18.6% | +18.6% | +5.4% |
| 3M | +35.8% | +12.1% | +23.8% | +28.4% |
| 6M | +22.0% | +46.8% | -24.8% | +5.2% |
| YTD | +15.2% | +28.0% | -12.8% | +2.9% |
| 1Y | +3.5% | -1.4% | +4.9% | 0.0% |
| 3Y | -26.9% | -33.9% | +7.0% | -22.5% |
| 5Y | -44.2% | -34.6% | -9.6% | -44.3% |
| All | -20.4% | -9.4% | -11.0% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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