+50.1%
MSFT vs GPN
-27.4%
+77.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -0.8% | -4.3% | +3.5% | 0.0% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | +27.2% | +35.8% | -8.6% | +19.7% |
| 6M | +22.9% | +22.0% | +0.9% | +17.8% |
| YTD | +3.1% | +15.2% | -12.1% | -0.5% |
| 1Y | -0.3% | +3.5% | -3.7% | -2.1% |
| 3Y | +50.1% | -26.9% | +77.0% | +60.3% |
| All | +50.1% | -27.4% | +77.5% | +60.3% |
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