+38.1%
GPN vs Z
-23.8%
+61.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.2% |
| 7D | -5.6% | +0.8% | -6.5% | -6.0% |
| 30D | +13.6% | +5.2% | +8.4% | +10.2% |
| 3M | -2.8% | -17.0% | +14.2% | +2.9% |
| 6M | +38.1% | -22.7% | +60.7% | +43.6% |
| All | +38.1% | -23.8% | +61.9% | +43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling