+3.2%
GPN vs Z
-62.2%
+65.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.7% |
| 7D | -4.6% | -6.0% | +1.4% | -2.6% |
| 30D | -0.3% | -2.3% | +2.0% | +0.3% |
| 3M | +35.4% | -0.6% | +36.0% | +34.6% |
| 6M | +21.7% | -27.6% | +49.3% | +32.9% |
| YTD | +14.9% | -52.4% | +67.2% | +39.0% |
| 1Y | +3.2% | -63.6% | +66.8% | +31.5% |
| All | +3.2% | -62.2% | +65.4% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling