-68.4%
XYZ vs GPN
-46.4%
-22.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +1.2% |
| 7D | -3.7% | -6.2% | +2.5% | +1.1% |
| 30D | +0.5% | +1.0% | -0.5% | -0.3% |
| 3M | +16.3% | +36.9% | -20.6% | -10.1% |
| 6M | +21.1% | +16.8% | +4.4% | +5.3% |
| YTD | +22.0% | +13.2% | +8.8% | +7.3% |
| 1Y | +5.2% | +1.4% | +3.7% | +0.8% |
| 3Y | +49.6% | -28.6% | +78.2% | +90.4% |
| 5Y | -68.4% | -47.0% | -21.4% | -50.9% |
| All | -68.4% | -46.4% | -22.0% | -50.9% |
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