-8.7%
GPN vs TLN
+571.8%
-580.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.9% |
| 7D | -3.5% | +2.0% | -5.5% | -3.6% |
| 30D | +3.1% | -12.9% | +16.1% | +3.8% |
| 3M | +42.3% | -7.4% | +49.7% | +42.0% |
| 6M | +20.9% | -6.0% | +26.9% | +20.3% |
| YTD | +15.2% | -16.9% | +32.1% | +15.2% |
| 1Y | +5.4% | -22.6% | +28.1% | +5.9% |
| 3Y | -27.4% | +469.0% | -496.4% | -42.4% |
| All | -8.7% | +571.8% | -580.5% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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