+46.6%
GPN vs Z
-16.5%
+63.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.4% |
| 7D | -5.6% | +0.8% | -6.5% | -5.9% |
| 30D | +13.6% | +5.2% | +8.4% | +11.6% |
| 3M | -2.8% | -17.0% | +14.2% | +0.7% |
| 6M | +38.1% | -22.7% | +60.7% | +44.9% |
| YTD | +19.9% | -56.3% | +76.2% | +42.7% |
| 1Y | +23.4% | -57.7% | +81.1% | +47.6% |
| 3Y | -12.6% | -16.5% | +3.9% | -13.2% |
| 5Y | -26.6% | -53.4% | +26.8% | -21.1% |
| All | +46.6% | -16.5% | +63.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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