+1,660.3%
PLTR vs GPN
-47.8%
+1,708.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -4.1% | -4.6% | +0.5% | -2.0% |
| 30D | -2.2% | -0.3% | -2.0% | -2.4% |
| 3M | +27.6% | +35.4% | -7.9% | +9.6% |
| 6M | +10.3% | +21.7% | -11.3% | -0.5% |
| YTD | -5.9% | +14.9% | -20.8% | -14.0% |
| 1Y | +1.7% | +3.2% | -1.4% | -2.7% |
| 3Y | +959.1% | -27.1% | +986.2% | +1,085.6% |
| 5Y | +536.3% | -44.4% | +580.7% | +620.6% |
| All | +1,660.3% | -47.8% | +1,708.1% | +1,869.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling