+25.3%
GPN vs A
+256.4%
-231.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.8% |
| 7D | -4.6% | -2.6% | -2.0% | -3.2% |
| 30D | -0.3% | -0.9% | +0.6% | +0.1% |
| 3M | +35.4% | +13.6% | +21.8% | +25.4% |
| 6M | +21.7% | +27.8% | -6.2% | +3.6% |
| YTD | +14.9% | +8.6% | +6.3% | +7.5% |
| 1Y | +3.2% | +16.9% | -13.7% | -8.0% |
| 3Y | -27.1% | +32.9% | -60.1% | -42.7% |
| 5Y | -44.4% | -14.1% | -30.3% | -43.6% |
| All | +25.3% | +256.4% | -231.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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