+533.2%
XYZ vs GPN
+38.2%
+495.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.4% |
| 7D | -1.0% | +0.8% | -1.8% | -1.5% |
| 30D | -1.7% | +5.8% | -7.5% | -6.0% |
| 3M | +16.7% | +37.0% | -20.2% | -9.8% |
| 6M | +26.9% | +20.1% | +6.7% | +7.9% |
| YTD | +27.1% | +20.4% | +6.7% | +6.5% |
| 1Y | +9.3% | +7.4% | +1.8% | -0.3% |
| 3Y | +42.3% | -26.1% | +68.4% | +70.7% |
| 5Y | -69.3% | -38.5% | -30.8% | -57.8% |
| 10Y | +586.8% | +28.4% | +558.4% | +484.1% |
| All | +533.2% | +38.2% | +495.0% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling