+465.9%
GPN vs TNA
+924.1%
-458.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -4.3% | -7.3% | +2.9% | -2.3% |
| 30D | 0.0% | -14.2% | +14.2% | +4.2% |
| 3M | +35.8% | -4.6% | +40.4% | +36.9% |
| 6M | +22.0% | +36.9% | -14.9% | +9.9% |
| YTD | +15.2% | +42.5% | -27.3% | +1.9% |
| 1Y | +3.5% | +45.8% | -42.3% | -10.0% |
| 3Y | -26.9% | +104.7% | -131.6% | -46.8% |
| 5Y | -44.2% | -21.7% | -22.5% | -51.8% |
| 10Y | +27.3% | +83.8% | -56.5% | -30.3% |
| All | +465.9% | +924.1% | -458.1% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling