+5.4%
GPN vs APD
+5.6%
-0.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -3.5% | -3.5% | 0.0% | -2.7% |
| 30D | +3.1% | -5.1% | +8.2% | +4.4% |
| 3M | +42.3% | +6.9% | +35.4% | +40.9% |
| 6M | +20.9% | +8.1% | +12.8% | +18.1% |
| YTD | +15.2% | +21.2% | -6.0% | +9.2% |
| 1Y | +5.4% | +4.9% | +0.6% | +11.2% |
| All | +5.4% | +5.6% | -0.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling