+74.2%
XLF vs GPN
-27.6%
+101.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | -4.6% | +3.1% | -0.3% |
| 30D | -1.2% | -0.3% | -0.9% | -1.2% |
| 3M | +9.2% | +35.4% | -26.3% | 0.0% |
| 6M | +16.3% | +21.7% | -5.3% | +9.2% |
| YTD | +5.4% | +14.9% | -9.4% | +0.3% |
| 1Y | +7.6% | +3.2% | +4.4% | +5.4% |
| 3Y | +74.2% | -27.1% | +101.3% | +86.2% |
| All | +74.2% | -27.6% | +101.8% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling