-43.8%
GPN vs TNA
-23.3%
-20.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -4.6% | -7.3% | +2.7% | -2.4% |
| 30D | -0.3% | -14.2% | +13.9% | +4.3% |
| 3M | +35.4% | -4.6% | +40.0% | +36.6% |
| 6M | +21.7% | +36.9% | -15.3% | +8.3% |
| YTD | +14.9% | +42.5% | -27.7% | +0.1% |
| 1Y | +3.2% | +45.8% | -42.6% | -11.8% |
| 3Y | -27.1% | +104.7% | -131.8% | -49.6% |
| All | -43.8% | -23.3% | -20.5% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling