-62.2%
XYZ vs GPN
-20.5%
-41.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.2% |
| 7D | -2.2% | +4.3% | -6.5% | -5.4% |
| 30D | +11.6% | +22.1% | -10.6% | -5.8% |
| 3M | +8.4% | +17.1% | -8.7% | -5.7% |
| 6M | +17.2% | +46.7% | -29.6% | -16.0% |
| YTD | +31.7% | +30.8% | +0.9% | +1.7% |
| 1Y | +30.1% | +31.5% | -1.4% | -0.4% |
| 3Y | +66.4% | -5.1% | +71.6% | +62.7% |
| 5Y | -62.2% | -18.1% | -44.0% | -57.1% |
| All | -62.2% | -20.5% | -41.7% | -57.1% |
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