+171.2%
INTC vs GPN
-27.6%
+198.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +7.5% | -4.6% | +12.0% | +8.6% |
| 30D | +2.0% | -0.3% | +2.2% | +1.8% |
| 3M | -12.0% | +35.4% | -47.4% | -20.8% |
| 6M | +114.5% | +21.7% | +92.9% | +98.0% |
| YTD | +179.0% | +14.9% | +164.1% | +160.5% |
| 1Y | +318.3% | +3.2% | +315.1% | +307.6% |
| 3Y | +171.2% | -27.1% | +198.4% | +167.4% |
| All | +171.2% | -27.6% | +198.8% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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