-28.2%
GPN vs A
+29.6%
-57.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -6.2% | -4.4% | -1.9% | -4.5% |
| 30D | +1.0% | -2.7% | +3.7% | +2.0% |
| 3M | +36.9% | +7.0% | +29.8% | +32.8% |
| 6M | +16.8% | +24.6% | -7.8% | +5.5% |
| YTD | +13.2% | +7.0% | +6.2% | +9.4% |
| 1Y | +1.4% | +15.6% | -14.1% | -5.4% |
| All | -28.2% | +29.6% | -57.8% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling