+248.8%
XLF vs GPN
+28.5%
+220.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -4.3% | +2.9% | +0.2% |
| 30D | -1.2% | 0.0% | -1.2% | -1.4% |
| 3M | +9.2% | +35.8% | -26.6% | -4.3% |
| 6M | +16.3% | +22.0% | -5.7% | +5.6% |
| YTD | +5.4% | +15.2% | -9.8% | -3.0% |
| 1Y | +7.6% | +3.5% | +4.1% | +3.1% |
| 3Y | +74.2% | -26.9% | +101.1% | +86.8% |
| 5Y | +66.1% | -44.2% | +110.3% | +94.3% |
| All | +248.8% | +28.5% | +220.3% | +240.5% |
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