-28.2%
GPN vs TLN
+483.9%
-512.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.6% |
| 7D | -6.2% | +5.8% | -12.1% | -6.5% |
| 30D | +1.0% | -6.9% | +7.9% | +1.3% |
| 3M | +36.9% | -10.9% | +47.8% | +37.1% |
| 6M | +16.8% | -4.6% | +21.4% | +16.1% |
| YTD | +13.2% | -14.7% | +27.9% | +13.1% |
| 1Y | +1.4% | -17.9% | +19.4% | +1.4% |
| All | -28.2% | +483.9% | -512.1% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling