+46.6%
GPN vs APD
+191.9%
-145.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | -5.6% | +3.8% | -9.5% | -7.7% |
| 30D | +13.6% | +8.2% | +5.4% | +8.7% |
| 3M | -2.8% | +4.3% | -7.1% | -5.2% |
| 6M | +38.1% | +4.7% | +33.4% | +33.8% |
| YTD | +19.9% | +31.5% | -11.6% | +0.9% |
| 1Y | +23.4% | +23.5% | -0.1% | +7.3% |
| 3Y | -12.6% | +29.1% | -41.8% | -28.9% |
| 5Y | -26.6% | +15.9% | -42.5% | -38.1% |
| All | +46.6% | +191.9% | -145.3% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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