-28.2%
GPN vs Z
-37.2%
+9.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -6.2% | -7.1% | +0.8% | -4.3% |
| 30D | +1.0% | -4.8% | +5.8% | +2.3% |
| 3M | +36.9% | -9.3% | +46.2% | +39.9% |
| 6M | +16.8% | -29.0% | +45.8% | +27.0% |
| YTD | +13.2% | -52.9% | +66.1% | +35.8% |
| 1Y | +1.4% | -63.1% | +64.6% | +28.9% |
| All | -28.2% | -37.2% | +9.0% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling