-44.2%
GPN vs A
-16.6%
-27.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | -3.5% | -4.6% | +1.1% | -1.4% |
| 30D | +3.1% | -4.3% | +7.4% | +5.1% |
| 3M | +42.3% | +8.9% | +33.3% | +36.3% |
| 6M | +20.9% | +24.5% | -3.6% | +7.6% |
| YTD | +15.2% | +5.8% | +9.4% | +10.9% |
| 1Y | +5.4% | +16.2% | -10.8% | -3.3% |
| 3Y | -27.4% | +28.5% | -55.8% | -39.4% |
| 5Y | -44.2% | -16.3% | -27.9% | -48.1% |
| All | -44.2% | -16.6% | -27.6% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling