+599.1%
XYZ vs GPN
+28.5%
+570.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.3% | -4.3% | 0.0% | -0.9% |
| 30D | +1.2% | 0.0% | +1.2% | +1.2% |
| 3M | +14.6% | +35.8% | -21.2% | -11.6% |
| 6M | +22.6% | +22.0% | +0.6% | +2.2% |
| YTD | +21.7% | +15.2% | +6.5% | +4.8% |
| 1Y | +6.7% | +3.5% | +3.2% | -0.2% |
| 3Y | +46.8% | -26.9% | +73.8% | +78.4% |
| 5Y | -68.0% | -44.2% | -23.8% | -51.5% |
| All | +599.1% | +28.5% | +570.6% | +457.4% |
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 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