-44.2%
GPN vs TSN
-18.6%
-25.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.2% |
| 7D | -3.5% | +1.4% | -4.9% | -4.0% |
| 30D | +3.1% | -6.2% | +9.3% | +5.6% |
| 3M | +42.3% | -5.7% | +48.0% | +45.5% |
| 6M | +20.9% | -11.4% | +32.2% | +25.7% |
| YTD | +15.2% | -8.2% | +23.4% | +17.9% |
| 1Y | +5.4% | -2.0% | +7.5% | +4.7% |
| 3Y | -27.4% | +11.9% | -39.3% | -32.7% |
| 5Y | -44.2% | -17.8% | -26.4% | -38.8% |
| All | -44.2% | -18.6% | -25.6% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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