+33.6%
XLY vs GPN
-27.4%
+61.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -4.3% | +2.6% | -0.5% |
| 30D | -4.2% | 0.0% | -4.2% | -4.3% |
| 3M | -2.7% | +35.8% | -38.5% | -11.7% |
| 6M | -0.6% | +22.0% | -22.6% | -7.4% |
| YTD | -5.0% | +15.2% | -20.2% | -10.3% |
| 1Y | -4.1% | +3.5% | -7.6% | -6.5% |
| 3Y | +33.6% | -26.9% | +60.5% | +47.1% |
| All | +33.6% | -27.4% | +61.0% | +47.1% |
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 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