+25.3%
GPN vs Z
-2.5%
+27.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.2% |
| 7D | -4.6% | -6.0% | +1.4% | -3.2% |
| 30D | -0.3% | -2.3% | +2.0% | +0.2% |
| 3M | +35.4% | -0.6% | +36.0% | +35.1% |
| 6M | +21.7% | -27.6% | +49.3% | +30.4% |
| YTD | +14.9% | -52.4% | +67.2% | +34.8% |
| 1Y | +3.2% | -63.6% | +66.8% | +28.3% |
| 3Y | -27.1% | -36.4% | +9.2% | -22.7% |
| 5Y | -44.4% | -64.6% | +20.2% | -37.2% |
| All | +25.3% | -2.5% | +27.8% | -4.9% |
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