-6.7%
GPN vs USHY
+49.7%
-56.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | -4.3% | -0.7% | -3.6% | -2.7% |
| 30D | 0.0% | -0.7% | +0.7% | +1.7% |
| 3M | +35.8% | +0.1% | +35.8% | +35.8% |
| 6M | +22.0% | +1.8% | +20.2% | +17.5% |
| YTD | +15.2% | +1.8% | +13.4% | +11.1% |
| 1Y | +3.5% | +3.3% | +0.2% | -3.4% |
| 3Y | -26.9% | +27.0% | -53.9% | -57.0% |
| 5Y | -44.2% | +21.0% | -65.2% | -62.1% |
| All | -6.7% | +49.7% | -56.4% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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