-28.6%
TOST vs GPN
-19.4%
-9.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -3.2% |
| 7D | +3.0% | +3.7% | -0.7% | +0.4% |
| 30D | +10.3% | +23.6% | -13.3% | -4.7% |
| 3M | -3.3% | +18.3% | -21.6% | -14.3% |
| 6M | +37.8% | +47.8% | -10.0% | +4.7% |
| YTD | -2.8% | +32.6% | -35.4% | -21.5% |
| 1Y | -9.6% | +36.0% | -45.6% | -28.3% |
| 3Y | +144.6% | -3.9% | +148.5% | +133.9% |
| All | -28.6% | -19.4% | -9.2% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling