-44.2%
GPN vs APD
+24.4%
-68.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -3.5% | -3.5% | 0.0% | -2.2% |
| 30D | +3.1% | -5.1% | +8.2% | +5.2% |
| 3M | +42.3% | +6.9% | +35.4% | +38.6% |
| 6M | +20.9% | +8.1% | +12.8% | +16.5% |
| YTD | +15.2% | +21.2% | -6.0% | +5.9% |
| 1Y | +5.4% | +4.9% | +0.6% | +2.5% |
| 3Y | -27.4% | +6.3% | -33.7% | -30.4% |
| 5Y | -44.2% | +24.3% | -68.5% | -56.0% |
| All | -44.2% | +24.4% | -68.6% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling