+74.7%
GPN vs Z
+25.1%
+49.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.3% |
| 7D | +0.8% | -3.0% | +3.8% | +1.5% |
| 30D | +5.8% | -4.2% | +10.0% | +6.6% |
| 3M | +37.0% | -3.7% | +40.7% | +37.7% |
| 6M | +20.1% | -24.5% | +44.7% | +27.4% |
| YTD | +20.4% | -49.3% | +69.7% | +39.1% |
| 1Y | +7.4% | -58.7% | +66.1% | +29.4% |
| 3Y | -26.1% | -34.1% | +8.0% | -22.3% |
| 5Y | -38.5% | -64.5% | +26.0% | -30.8% |
| 10Y | +28.4% | -0.5% | +28.9% | -3.2% |
| All | +74.7% | +25.1% | +49.6% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling