-19.9%
TOST vs GPN
+4.0%
-24.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -2.5% |
| 7D | -5.9% | -3.5% | -2.4% | -4.0% |
| 30D | -8.4% | +3.1% | -11.6% | -10.2% |
| 3M | +31.4% | +42.3% | -10.9% | +7.6% |
| 6M | +10.5% | +20.9% | -10.4% | -1.5% |
| YTD | -10.1% | +15.2% | -25.3% | -16.1% |
| 1Y | -19.9% | +5.4% | -25.4% | -21.4% |
| All | -19.9% | +4.0% | -24.0% | -21.4% |
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 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