-60.6%
MSTR vs GPN
+4.0%
-64.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.8% |
| 7D | -11.2% | -3.5% | -7.7% | -10.0% |
| 30D | +33.8% | +3.1% | +30.7% | +32.0% |
| 3M | +11.5% | +42.3% | -30.8% | -3.7% |
| 6M | -7.2% | +20.9% | -28.0% | -14.7% |
| YTD | -15.4% | +15.2% | -30.6% | -20.1% |
| 1Y | -60.6% | +5.4% | -66.1% | -59.8% |
| All | -60.6% | +4.0% | -64.6% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling