+529.4%
XYZ vs GPN
+32.1%
+497.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.0% | +8.0% | +5.0% |
| 7D | -2.1% | -7.1% | +5.0% | +2.6% |
| 30D | +7.0% | +7.7% | -0.7% | -1.3% |
| 3M | +5.1% | -0.1% | +5.2% | +2.5% |
| 6M | +14.1% | +29.4% | -15.3% | -10.5% |
| YTD | +26.4% | +15.1% | +11.3% | +6.7% |
| 1Y | +25.1% | +15.4% | +9.6% | +5.0% |
| 3Y | +59.7% | -16.5% | +76.3% | +67.5% |
| 5Y | -63.8% | -29.6% | -34.2% | -55.6% |
| 10Y | +592.4% | +34.7% | +557.7% | +472.9% |
| All | +529.4% | +32.1% | +497.3% | +392.6% |
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